Expectation puzzles, time-varying risk premia, and dynamic models of the term structure

Expectation puzzles, time-varying risk premia, and dynamic models of the term structure

Bibliografiske detaljer
Hovedforfatter: Dai, Qiang
Andre forfattere: Singleton, Kenneth J.
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 2001.
Serier:NBER working paper series no.8167
Fag:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.