Jean-Luc Vila

Merrill Lynch & Co.

World Financial Center - North Tower

19th Floor

New York, NY 10281-1319

United States

SCHOLARLY PAPERS

1

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409

CITATIONS

3

Scholarly Papers (1)

A Preferred-Habitat Model of the Term Structure of Interest Rates

AFA 2008 New Orleans Meetings Paper
Number of pages: 58 Posted: 22 Mar 2007 Last Revised: 02 Nov 2009
Dimitri Vayanos and Jean-Luc Vila
London School of Economics and Merrill Lynch & Co.
Downloads 379 (75,823)
Citation 2

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Term structure of interest rates, preferred habitat, limited arbitrage, bond risk premia, carry trades

A Preferred-Habitat Model of the Term Structure of Interest Rates

NBER Working Paper No. w15487
Number of pages: 59 Posted: 09 Nov 2009 Last Revised: 13 Nov 2009
Dimitri Vayanos and Jean-Luc Vila
London School of Economics and Merrill Lynch & Co.
Downloads 29 (478,913)

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A Preferred-Habitat Model of the Term Structure of Interest Rates

CEPR Discussion Paper No. DP7547
Number of pages: 61 Posted: 17 Nov 2009
Dimitri Vayanos and Jean-Luc Vila
London School of Economics and Merrill Lynch & Co.
Downloads 1 (675,648)
Citation 54
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Bond risk premia, Carry trades, Limited arbitrage, Preferred habitat, Term structure of interest rates