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

書誌詳細
第一著者: Dai, Qiang
その他の著者: Singleton, Kenneth J.
フォーマット: 図書
言語:English
出版事項: Cambridge National Bureau of Economic Research 2001.
シリーズ:NBER working paper series no.8167
主題:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.