most citedDiscounting the distant future: What do historical bond prices imply about the long term discount rate?

6 citations

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2 papers

q-fin.MF2023★ 6 cited

Discounting the distant future: What do historical bond prices imply about the long term discount rate?

J. Doyne Farmer, John Geanakoplos, Matteo G. Richiardi +3

We present a thorough empirical study on real interest rates by also including risk aversion through the introduction of the market price of risk. With the view of complex systems…

cs.LG2022

Undersmoothing Causal Estimators with Generative Trees

Damian Machlanski, Spyros Samothrakis, Paul Clarke

Inferring individualised treatment effects from observational data can unlock the potential for targeted interventions. It is, however, hard to infer these effects from observation…