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Term Structure of Interest Rates Under Recursive Preferences in Continuous Time

https://doi.org/10.1007/s10690-009-9082-8
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1006/jeth.1999.2558openalex-snapshot
Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
inferredcites →https://doi.org/10.1007/bf01213440openalex-snapshot
A term structure model with preferences for the timing of resolution of uncertainty
inferredcites →https://doi.org/10.1007/s001990050222openalex-snapshot
Recursive utility and preferences for information
inferredcites →https://doi.org/10.1016/0304-3932(90)90045-6openalex-snapshot
Term-structure forecasts of interest rates, inflation and real returns
inferredcites →https://doi.org/10.1016/j.jmoneco.2004.01.002openalex-snapshot
The term structure of real interest rates: theory and evidence from UK index-linked bonds
inferredcites →https://doi.org/10.1086/ma.21.25554958openalex-snapshot
Equilibrium Yield Curves [with Comments and Discussion]
inferredcites →https://doi.org/10.1093/rfs/5.3.411openalex-snapshot
Asset Pricing with Stochastic Differential Utility
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01332.xopenalex-snapshot
The Term Structure of Real Rates and Expected Inflation
inferredcites →https://doi.org/10.2139/ssrn.1013578openalex-snapshot
Inflation Risk Premia in the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2139/ssrn.896356openalex-snapshot
Dynamic Portfolio Choice and Risk Aversion
inferredcites →https://doi.org/10.2139/ssrn.963153openalex-snapshot
Inflation Risk Premia in the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2307/1911242openalex-snapshot
A Theory of the Term Structure of Interest Rates
inferredcites →https://doi.org/10.2307/1913656openalex-snapshot
Temporal Resolution of Uncertainty and Dynamic Choice Theory
inferredcites →https://doi.org/10.2307/2951600openalex-snapshot
Stochastic Differential Utility
inferredcites →https://doi.org/10.3386/w12609openalex-snapshot
Equilibrium Yield Curves

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.3364045openalex-extracted
A Note on Foundation of Market Sentiment Model
inferred← citeshttps://doi.org/10.1007/s10690-009-9094-4openalex-snapshot
Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS
inferred← citeshttps://doi.org/10.1109/tac.2021.3058422openalex-snapshot
Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by Forward–Backward Stochastic Differential Equation Approach
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