Title of article
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Author/Authors
Qiang Dai، نويسنده , , Kenneth J. Singleton، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
27
From page
415
To page
441
Keywords
Expectations puzzle , predictability , Time-varying risk premium , Affine term structure , Marketprice of risk
Journal title
Journal of Financial Economics
Serial Year
2002
Journal title
Journal of Financial Economics
Record number
257535
Link To Document