Reference

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

JEL codes

  • G13: Contingent Pricing • Futures Pricing
  • E43: Interest Rates: Determination, Term Structure, and Effects

Replaces

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

Replaced by