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

Bibliografiset tiedot
Päätekijä: Dai, Qiang
Muut tekijät: Singleton, Kenneth J.
Aineistotyyppi: Kirja
Kieli:English
Julkaistu: Cambridge National Bureau of Economic Research 2001.
Sarja:NBER working paper series no.8167
Aiheet:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.