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

書目詳細資料
主要作者: Dai, Qiang
其他作者: Singleton, Kenneth J.
格式: 圖書
語言:English
出版: Cambridge National Bureau of Economic Research 2001.
叢編:NBER working paper series no.8167
主題:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.