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

Bibliografski detalji
Glavni autor: Dai, Qiang
Daljnji autori: Singleton, Kenneth J.
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 2001.
Serija:NBER working paper series no.8167
Teme:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.