مرکز منطقه ای اطلاع رساني علوم و فناوري - Expectation puzzles, time-varying risk premia, and affine models of the term structure

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 :

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 :