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

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Dai, Qiang
Rannpháirtithe: Singleton, Kenneth J.
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge National Bureau of Economic Research 2001.
Sraith:NBER working paper series no.8167
Ábhair:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.