Title:

A General Equilibrium Framework for the Affine Class of Term Structure Models

Author:

João Pedro Vidal Nunes (ISCTE - Instituto Universitário de Lisboa, CEMAF - ISCTE, IUL)

Journal:

Portuguese Economic Journal

Year:

2004

Volume:

3

Pages:

15-48

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
G12 - Asset Pricing; Trading volume; Bond Interest Rates