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- Title
Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates.
- Authors
Vayanos, Dimitri; Vila, Jean‐Luc
- Abstract
Page 8, first paragraph of the proof of Theorem 1, line 2: HT <math altimg="urn:x-wiley:00129682:media:ecta200570:ecta200570-math-0011" display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mi mathvariant="normal"> </mi><mo>=</mo><mi mathvariant="normal">Diag</mi><mo>(</mo><msubsup><mrow><mi> </mi></mrow><mrow><mi>r</mi></mrow><mrow><mn>2</mn></mrow></msubsup><mo>,</mo><msubsup><mrow><mi> </mi></mrow><mrow><mi> </mi></mrow><mrow><mn>2</mn></mrow></msubsup><mo>)</mo></math> ht should be replaced by HT <math altimg="urn:x-wiley:00129682:media:ecta200570:ecta200570-math-0012" display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><mi mathvariant="normal"> </mi><mo>=</mo><mi mathvariant="normal">Diag</mi><mo>(</mo><msub><mrow><mi> </mi></mrow><mrow><mi>r</mi></mrow></msub><mo>,</mo><msub><mrow><mi> </mi></mrow><mrow><mi> </mi></mrow></msub><mo>)</mo></math> ht . Same for HT <math altimg="urn:x-wiley:00129682:media:ecta200570:ecta200570-math-0030" display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><msub><mrow><mi>^W</mi></mrow><mrow><mi>n</mi><mo>,</mo><mi>T</mi></mrow></msub></math> ht , for example, in the line just after Equation (B.4). Same for HT <math altimg="urn:x-wiley:00129682:media:ecta200570:ecta200570-math-0038" display="inline" xmlns="http://www.w3.org/1998/Math/MathML"><msub><mrow><mi>C</mi></mrow><mrow><mi>t</mi><mo>+</mo><mi>T</mi></mrow></msub></math> ht .
- Subjects
YIELD curve (Finance); EIGENVALUES
- Publication
Econometrica, 2023, Vol 91, Issue 3, p31
- ISSN
0012-9682
- Publication type
Article
- DOI
10.3982/ECTA21596