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Author:

Born, Nathan Patrick

Title:

A CONSUMPTION BASED ASSET PRICING MODEL OF THE YIELD CURVE

Area of Honors:

Economics

Keywords:

Yield curve
interest
interest rate
Expectations Hypothesis
economics
asset pricing
consumption based asset pricing model

File:

Download Born_Thesis.pdf

Thesis Supervisors:

Alessandro Dovis, Thesis Supervisor
Dr. Russell Paul Chuderewicz, Thesis Honors Advisor