Expectation puzzles, time-varying risk premia, and dynamic models of the term structure

Bibliografische gegevens
Hoofdauteur:	Dai, Qiang
Andere auteurs:	Singleton, Kenneth J.
Formaat:	Boek
Taal:	Engels
Gepubliceerd in:	Cambridge National Bureau of Economic Research 2001.
Reeks:	NBER working paper series no.8167
Onderwerpen:	Rate of return > Forecasting > Economic models. Bonds > Prices > Forecasting > Econometric models. Interest rates > Forecasting > Econometric models.