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Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer

Heterogeneous Impatience of Individual Consumers and Decreasing Impatience of the Representative Consumer
デジタル文書・図像類
ハラ, チアキInstitute of Economic Research, Kyoto University2019-05-12KIER Discussion Paper1009p.1-48
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  • 要約等... a new form of short-rate processes.
  • 件名...interest rates short-rate processes

Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach

Modeling the Term Structure of Interest Rates with General Diffusion Processes: A Moment Approximation Approach
デジタル文書・図像類
高見澤, 秀幸, 庄司, 功Graduate School of Economics, Hitotsubashi University2007-10
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  • 件名Short-rate Term structure Approximation ...

Is Nonlinear Drift Implied by the Short-End of the Term Structure?

Is Nonlinear Drift Implied by the Short-End of the Term Structure?
デジタル文書・図像類
高見澤, 秀幸Graduate School of Economics, Hitotsubashi University2006-11
インターネットで読める全国の図書館
  • 件名Short-Rate Nonlinear Drift Term Structur...

Heterogeneous Impatience in a Continuous-Time Model

Heterogeneous Impatience in a Continuous-Time Model
デジタル文書・図像類
原, 千秋Institute of Economic Research, Hitotsubashi University2008-08
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  • 要約等...sed to analyze short-rate processes.
  • 件名...price deflator short-rate process complete monotonicity

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