Internet Appendix for "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing"

26 Pages Posted: 12 Nov 2020 Last revised: 29 Sep 2023

See all articles by Indrajit Mitra

Indrajit Mitra

Federal Reserve Banks - Federal Reserve Bank of Atlanta

Yu Xu

University of Delaware

Date Written: September 28, 2023

Abstract

This document provides additional results for Mitra and Xu (2023) and is organized as follows. Section A presents additional empirical results. Section B presents additional model results.

Suggested Citation

Mitra, Indrajit and Xu, Yu, Internet Appendix for "A Theory of the Term Structure of Interest Rates under Limited Household Risk Sharing" (September 28, 2023). Available at SSRN: https://ssrn.com/abstract=3698098 or http://dx.doi.org/10.2139/ssrn.3698098

Indrajit Mitra

Federal Reserve Banks - Federal Reserve Bank of Atlanta ( email )

1000 Peachtree Street N.E.
Atlanta, GA 30309-4470
United States

Yu Xu (Contact Author)

University of Delaware ( email )

Alfred Lerner College of Business and Economics
Newark, DE 19716
United States

HOME PAGE: http://https://www.yuxufinance.net/

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