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

Библиографические подробности
Главный автор: Dai, Qiang
Другие авторы: Singleton, Kenneth J.
Формат: ‌
Язык:English
Опубликовано: Cambridge National Bureau of Economic Research 2001.
Серии:NBER working paper series no.8167
Предметы:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.