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

Detalles Bibliográficos
Autor principal: Dai, Qiang
Otros Autores: Singleton, Kenneth J.
Formato: Libro
Lenguaje:English
Publicado: Cambridge National Bureau of Economic Research 2001.
Colección:NBER working paper series no.8167
Materias:
Rate of return > Forecasting > Economic models.
Bonds > Prices > Forecasting > Econometric models.
Interest rates > Forecasting > Econometric models.