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A consumption-based model of the term structure of interest rates

. Journal of Financial Economics, 79 (2): 365--399 (February 2006)

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Option Prices in a Model with Stochastic Disaster Risk, and . Working Paper, (2014)Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?. Journal of Finance, 68 (3): 987-1035 (2013)Comment on: Are behavioral asset-pricing models structural?. Journal of Monetary Economics, 49 (1): 229--233 (January 2002)A consumption-based model of the term structure of interest rates. Journal of Financial Economics, 79 (2): 365--399 (February 2006)Risk aversion and allocation to long-term bonds.. J. Econ. Theory, 112 (2): 325-333 (2003)