The consumption-based determinants of the term structure of discount rates
暂无分享,去创建一个
[1] Yin-Wong Cheung,et al. Exchange Rates and Markov Switching Dynamics , 2004 .
[2] R. Newell. Discounting the Benefits of Climate Change Mitigation: How Much Do Uncertain Rates Increase Valuations? , 2001 .
[3] Marcel Gérard,et al. Combining Dutch Presumptive Capital Income Tax and US Qualified Intermediaries to Set Forth a New System of International Savings Taxation , 2004 .
[4] Christian Gollier,et al. Discounting an uncertain future , 2002 .
[5] Elmar Wolfstetter,et al. Immediate demand reduction in simultaneous ascending-bid auctions: a uniqueness result , 2004 .
[6] P. Egger,et al. Outsourcing and Trade in a Spatial World , 2004 .
[7] R. Lucas. ASSET PRICES IN AN EXCHANGE ECONOMY , 1978 .
[8] J. Strand. Public-good valuation and intra-family allocation , 2004, SSRN Electronic Journal.
[9] R. Lind,et al. Intertemporal Equity, Discounting, and Economic Efficiency in Water Policy Evaluation , 1997 .
[10] International Evidence on the Size of the Random Walk in Output , 1990, Journal of Political Economy.
[11] S. Eijffinger,et al. Fiscal and Monetary Interaction: The Role of Asymmetries of the Stability and Growth Pact in Emu , 2004, SSRN Electronic Journal.
[12] M. Rothschild,et al. Increasing risk: I. A definition , 1970 .
[13] Arturo Estrella,et al. The term structure as a predictor of real economic activity , 1991 .
[14] J. Strand,et al. A Risk Allocation Approach to Optimal Exchange Rate Policy , 2004, SSRN Electronic Journal.
[15] Ludger Woessmann,et al. The Effect Heterogeneity of Central Exams: Evidence from Timss, Timss-Repeat and PISA , 2004, SSRN Electronic Journal.
[16] Jay Pil Choi,et al. Antitrust Analysis of Tying Arrangements , 2004, SSRN Electronic Journal.
[17] John Y. Campbell,et al. Bond and Stock Returns in a Simple Exchange Model , 1984 .
[18] Helge Berger,et al. How should large and small countries be represented in a currency union? , 2004, SSRN Electronic Journal.
[19] Jens Josephson,et al. Long-Run Selection and the Work Ethic , 2004 .
[20] Thomas Moutos,et al. Monopoly, Inequality and Redistribution Via the Public Provision of Private Goods , 2004, SSRN Electronic Journal.
[21] C. García-Peñalosa,et al. Redistribution and Occupational Choice in a Schumpeterian Growth Model , 2004, SSRN Electronic Journal.
[22] Frank Heinemann,et al. Optimal Degree of Public Information Dissemination , 2004, SSRN Electronic Journal.
[23] Laurence J. Kotlikoff,et al. Fertility, Mortality, and the Developed World's Demographic Transition , 2004, SSRN Electronic Journal.
[24] Larry G. Epstein,et al. Increasing Generalized Correlation: A Definition and Some Economic Consequences , 1980 .
[25] Peter Ockenfels,et al. Measuring Strategic Uncertainty in Coordination Games , 2004, SSRN Electronic Journal.
[26] A. Tchen. Inequalities for distributions with given marginals , 1976 .
[27] Attila Ambrus,et al. Network Markets and Consumer Coordination , 2004, SSRN Electronic Journal.
[28] John H. Cochrane,et al. How Big Is the Random Walk in GNP? , 1988, Journal of Political Economy.
[29] Oldrich A. Vasicek. An equilibrium characterization of the term structure , 1977 .
[30] Jakob de Haan,et al. Asymmetric Monetary Transmission in Emu: The Robustness of VAR Conclusions and Cecchetti's Legal Family Theory , 2004, SSRN Electronic Journal.
[31] Christa Hainz. Quality of Institutions, Credit Markets and Bankruptcy , 2004, SSRN Electronic Journal.
[32] Chris I. Telmer,et al. Discrete-Time Models of Bond Pricing , 1998 .
[33] N. Kocherlakota. The Equity Premium: It’s Still a Puzzle , 1999 .
[34] Christian Gollier,et al. Risk Vulnerability and the temper-ing E ect of Background Risk , 1996 .
[35] Elise S. Brezis,et al. The Role of Higher Education Institutions: Recruitment of Elites and Economic Growth , 2004, SSRN Electronic Journal.
[36] Stefan Napel,et al. The Inter-Institutional Distribution of Power in EU Codecision , 2004, Soc. Choice Welf..
[37] L. Hansen,et al. Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns , 1983, Journal of Political Economy.
[38] Oldrich A. Vasicek,et al. Abstract: An Equilibrium Characterization of the Term Structure , 1977, Journal of Financial and Quantitative Analysis.
[39] Jan Keith,et al. WORKINGS OF THE MELTING POT : SOCIAL NETWORKS AND THE EVOLUTION OF POPULATION ATTRIBUTES , 2004 .
[40] M. Weitzman. Why the Far-Distant Future Should Be Discounted at Its Lowest Possible Rate , 1998 .
[41] H. Joe. Multivariate models and dependence concepts , 1998 .
[42] Panu Poutvaara,et al. Public Education in an Integrated Europe: Studying to Migrate and Teaching to Stay? , 2006, SSRN Electronic Journal.
[43] Christian Gollier,et al. Time Horizon and the Discount Rate , 1999, J. Econ. Theory.
[44] A. Hughes. Post-Thatcher Fiscal Strategies in the U.K.: An Interpretation , 2004 .
[45] J. Stein. Optimal Debt and Equilibrium Exchange Rates in a Stochastic Environment: An Overview , 2004, SSRN Electronic Journal.
[46] Ludger Woessmann,et al. Computers and Student Learning: Bivariate and Multivariate Evidence on the Availability and Use of Computers at Home and at School , 2004, SSRN Electronic Journal.
[47] T. Alderweireld,et al. A Theory for the Term Structure of Interest Rates , 2004, cond-mat/0405293.
[48] S. Ross,et al. AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICES , 1985 .
[49] Damir Filipović,et al. Affine Term Structure Models , 2010 .
[50] S. Ross,et al. A theory of the term structure of interest rates'', Econometrica 53, 385-407 , 1985 .
[51] E. Lehmann. Some Concepts of Dependence , 1966 .
[52] J. Shanthikumar,et al. Multivariate Stochastic Orders , 2007 .
[53] Kurt Schmidheiny,et al. Income Segregation and Local Progressive Taxation: Empirical Evidence from Switzerland , 2004, SSRN Electronic Journal.
[54] Louis Eeckhoudt,et al. Risk-aversion, prudence and temperance: A unified approach , 1995 .
[55] M. Pesaran. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure , 2004, SSRN Electronic Journal.
[56] John D. Tressler,et al. Increasing Downside Risk , 1980 .
[57] W. E. Martin,et al. Will Stability Last? , 2004, SSRN Electronic Journal.
[58] Richard Schmalensee,et al. A Survey of the Economic Role of Software Platforms in Computer-Based Industries , 2004, SSRN Electronic Journal.
[59] J. Bruce,et al. Climate change, 1995 : economic and social dimensions of climate change , 1997 .
[60] H. Leland.. Saving and Uncertainty: The Precautionary Demand for Saving , 1968 .
[61] Sascha O. Becker,et al. Location Choice and Employment Decisions: A Comparison of German and Swedish Multinationals , 2005, SSRN Electronic Journal.
[62] A. Simonovits. Designing Benefit Rules for Flexible Retirement with or Without Redistribution , 2004, SSRN Electronic Journal.
[63] P. Friedrich,et al. Significance and Determination of Fees for Municipal Finance , 2004, SSRN Electronic Journal.
[64] Bruno Jullien,et al. Two-Sided Markets and Electronic Intermediaries , 2004, SSRN Electronic Journal.
[65] J. Shoven,et al. Gamma Discounting , 2001 .
[66] Douglas T. Breeden,et al. Consumption, Production, Inflation and Interest Rates: A Synthesis , 1986 .
[67] Antonis Adam. Macroeconomic Effects of Social Security Privatization in a Small Unionized Economy , 2004, SSRN Electronic Journal.
[68] Ekaterini Panopoulou,et al. Model selection for estimating certainty equivalent discount rates , 2004 .
[69] Miles S. Kimball. Precautionary Saving in the Small and in the Large , 1989 .
[70] Jan C. van Ours,et al. How Changes in Financial Incentives Affect the Duration of Unemployment , 2004, SSRN Electronic Journal.
[71] N. Mankiw. The permanent income hypothesis and the real interest rate , 1981 .
[72] J. Weyant,et al. Discounting and Intergenerational Equity , 1999 .
[73] M. Pesaran,et al. Model Averaging and Value-at-Risk Based Evaluation of Large Multi-Asset Volatility Models for Risk Management , 2004, SSRN Electronic Journal.
[74] Paul R. Milgrom,et al. Good News and Bad News: Representation Theorems and Applications , 1981 .
[75] Robert Woods,et al. Fiscal Stabilisation and Emu , 2004, SSRN Electronic Journal.
[76] W. Pizer,et al. Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations? , 2001 .