Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS

Hisashi Nakamura (), Wataru Nozawa and Akihiko Takahashi ()

Asia-Pacific Financial Markets, 2009, vol. 16, issue 3, 263 pages

Keywords: Stochastic differential utility; Non-unitary EIS; Term structure of interest rates; Inflation expectation (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10690-009-9094-4

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