Work

A consumption-based model of the term structure of interest rates☆

Year: 2005

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/j.jfineco.2005.02.004

Author: J WACHTER

Institution: University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Nederlandse Organisatie voor Wetenschappelijk Onderzoek

Award: Assessing the Robustness of Key Results in Economics

OpenAlex ID: W3122764680

FWCI: 48.84

Cites: 62

Cited by: 660

Related to: 9