A Preferred-Habitat Model of the Term Structure of Interest Rates

Academic journals

Publication Date

01/01/2021

Econometrica

Publication Authors

Dimitri Vayanos

Jean-Luc Vila

Dimitri Vayanos and Jean‐Luc Vila (2021). A Preferred-Habitat Model of the Term Structure of Interest Rates. Econometrica, 89 (1), 77-112

doi: 10.3982/ECTA17440