Risk aversion, intertemporal substitution, and the term structure of interest rates
Article first published online: 26 APR 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Themes on Modelling Volatility
Volume 27, Issue 6, pages 1013–1036, September/October 2012
How to Cite
Garcia, R. and Luger, R. (2012), Risk aversion, intertemporal substitution, and the term structure of interest rates. J. Appl. Econ., 27: 1013–1036. doi: 10.1002/jae.1247
- Issue published online: 18 SEP 2012
- Article first published online: 26 APR 2011
- Manuscript Revised: 10 FEB 2011
- Manuscript Received: 2 JAN 2010
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