articleJournal of Financial EconomicsSep 1, 2005Closed access

A consumption-based model of the term structure of interest rates☆

JAJessica A. Wachter

University of Pennsylvania

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

693
total citations
FWCI
34.96
Percentile
100%
References
49
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Economics
  • Econometrics
  • Bond
  • Equity premium puzzle
  • Yield curve
  • Volatility (finance)
  • Interest rate
  • Consumption (sociology)
No related works found for this paper.