Richard Luger

Emory University - Department of Economics

1602 Fishburne Drive

Atlanta, GA 30322

United States

SCHOLARLY PAPERS

3

DOWNLOADS

79

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates

CIRANO - Scientific Publications 2009s-20
Number of pages: 54 Posted: 14 Nov 2009
René Garcia and Richard Luger
Université de Montréal - CIREQ - Département de sciences économiques and Emory University - Department of Economics
Downloads 39 (517,504)
Citation 1

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Recursive utility, Yield curve, Affine macro-finance model, Bond risk premium, Expectations puzzle

2.

Viewpoint: Option Prices, Preferences, and State Variables

Number of pages: 27 Posted: 25 Jan 2005
René Garcia, Richard Luger and Eric Renault
Université de Montréal - CIREQ - Département de sciences économiques, Emory University - Department of Economics and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads 24 (601,610)
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3.

The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach

Canadian Journal of Economics, Vol. 40, No. 2, pp. 561-583, May 2007
Number of pages: 23 Posted: 19 May 2007
Richard Luger and René Garcia
Emory University - Department of Economics and Université de Montréal - CIREQ - Département de sciences économiques
Downloads 16 (657,154)
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