Article in a working paper series:

Christian Gollier, "The Consumption-Based Determinants of the Term Structure of Discount Rates", IDEI Working Paper, n. 296, July 2004.

IDEI's theme of research

Insurance, Banking and Finance

JEL codes

G13: Contingent Pricing; Futures Pricing
E43: Determination of Interest Rates; Term Structure of Interest Rates

Replaced by

Christian Gollier, "The Consumption-Based Determinants of the Term Structure of Discount Rates", Mathematics and Financial Economics, vol. 1, n. 2, July 2007, p. 81-101. doi:10.1007/s11579-007-0004-0.

Replaces

Christian Gollier, "Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates", IDEI Working Paper, n. 175, 2003.

Communications

Christian Gollier, "The Consumption-Based Determinants of the Term Structure of Discount Rates", ASSET Annual Meeting 2005, Rethymnon, Crète, October 27-29, 2005.