Welcome to the UPF Digital Repository

Browsing Economics and Business Working Papers Series by Subject "yield curve"

Browsing Economics and Business Working Papers Series by Subject "yield curve"

Sort by: Order: Results:

  • Barillas, Francisco; Nimark, Kristoffer (2012-08-01)
    An affine asset pricing model in which agents have rational but heterogeneous expectations about future asset prices is developed. We estimate the model using data on bond yields and individual survey responses from the ...

Search DSpace


Advanced Search

Browse

My Account

Compliant to Partaking