Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model

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Ressource 1Request a copy Under embargo until 03/02/2027.
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Version: Author's accepted manuscript
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Serval ID
serval:BIB_DFA6DF9FBBE1
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Time-Varying Risk Aversion and Inflation-Consumption Correlation in an Equilibrium Term Structure Model
Journal
Journal of Financial Econometrics
Author(s)
Bletzinger Tilman, Lemke Wolfgang, Renne Jean-Paul
ISSN
1479-8417
Publication state
Published
Issued date
31/01/2025
Volume
23
Number
2
Language
english
URN
urn:nbn:ch:serval-BIB_DFA6DF9FBBE14
OAI-PMH
oai:serval.unil.ch:BIB_DFA6DF9FBBE1
DOI
10.1093/jjfinec/nbae038
Create date
03/02/2025 10:35
Last modification date
04/02/2025 7:40
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