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

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Dai, Qiang
مؤلفون آخرون: Singleton, Kenneth J.
التنسيق: كتاب
اللغة:English
منشور في: Cambridge National Bureau of Economic Research 2001.
سلاسل:NBER working paper series no.8167
الموضوعات:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.