Supplement to "A Preferred-Habitat Model of the Term Structure of Interest Rates"

This Online Appendix does not include the proof of Theorem 1 and the material in Appendix C. These are included in the Full Appendix, available at ECMAf.pdf

Supplemental Authors: 
Vayanos, Dimitri - London School of Economics
Vila, Jean-Luc - Capula Investment Management
Online Appendix