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1. A CONSUMPTION BASED ASSET PRICING MODEL OF THE YIELD CURVE

open_access

Open Access

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