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Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates
Gollier, Christian
interest rates / term structure modelsResource overview

Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates

Paper2003

by Gollier, Christian

Tags
interest ratesterm structure models

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  1. The Bank Account, Short Rate, and the Fundamental Pricing Equation

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  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

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  2. The Vasicek Model: Mean Reversion, Affine Bond Prices, and the Gaussian Distribution

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