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

Xehetasun bibliografikoak
Egile nagusia: Dai, Qiang
Beste egile batzuk: Singleton, Kenneth J.
Formatua: Liburua
Hizkuntza:English
Argitaratua: Cambridge National Bureau of Economic Research 2001.
Saila:NBER working paper series no.8167
Gaiak:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.