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

Podrobná bibliografie
Hlavní autor: Dai, Qiang
Další autoři: Singleton, Kenneth J.
Médium: Kniha
Jazyk:English
Vydáno: Cambridge National Bureau of Economic Research 2001.
Edice:NBER working paper series no.8167
Témata:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.