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

书目详细资料
主要作者: Dai, Qiang
其他作者: Singleton, Kenneth J.
格式: 图书
语言:English
出版: Cambridge National Bureau of Economic Research 2001.
丛编:NBER working paper series no.8167
主题:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.