The Econometric SocietySupplement 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 http://personal.lse.ac.uk/vayanos/Papers/PHMTSIR ECMAf.pdf
Supplemental Authors:
Vayanos, Dimitri - London School of Economics
Vila, Jean-Luc - Capula Investment Management
Online Appendix
