Term Structure of Interest Rates Under Recursive Preferences in Continuous Time

Hisashi Nakamura (), Keita Nakayama and Akihiko Takahashi

Asia-Pacific Financial Markets, 2008, vol. 15, issue 3, 273-305

Keywords: Term structure of interest rates; Recursive preference; Continuous time (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10690-009-9082-8

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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