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

Detaylı Bibliyografya
Yazar: Dai, Qiang
Diğer Yazarlar: Singleton, Kenneth J.
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 2001.
Seri Bilgileri:NBER working paper series no.8167
Konular:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.