Discussion paper DP14105 Benchmark interest rates when the government is risky Patrick Augustin Mikhail Chernov Lukas Schmid Dongho Song 6 Nov 2019 Financial Economics C1 E43 E44 G12 H60
Discussion paper DP11911 Explaining International Business Cycle Synchronization: Recursive Preferences and the Terms of Trade Channel Robert Kollmann 17 Mar 2017 International Macroeconomics and Finance F31 F32 F36 F41 F43
Discussion paper DP11576 A Macrofinance View of U.S. Sovereign CDS Premiums Mikhail Chernov Lukas Schmid 17 Oct 2016 Financial Economics E43 E44 E52 G12 G13
Discussion paper DP10232 Exchange Rates Dynamics with Long-Run Risk and Recursive Preferences Robert Kollmann 2 Nov 2014 International Macroeconomics F31 F36 F41 F43 F44
Discussion paper DP8488 Sources of entropy in representative agent models David Backus Stanley E. Zin Mikhail Chernov 1 Jul 2011 Financial Economics E44 G12
Discussion paper DP7312 Computing DSGE Models with Recursive Preferences Juan Francisco Rubio-Ramírez Jesús Fernández-Villaverde Dario Caldara Wen Yao 23 Jun 2009 International Macroeconomics C63 C68
