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

Dades bibliogràfiques
Autor principal: Dai, Qiang
Altres autors: Singleton, Kenneth J.
Format: Llibre
Idioma:English
Publicat: Cambridge National Bureau of Economic Research 2001.
Col·lecció:NBER working paper series no.8167
Matèries:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.