Expectation puzzles, time-varying risk premia, and affine models of the term structure
Year of publication: |
2002
|
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Authors: | Dai, Qiang ; Singleton, Kenneth J. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 63.2002, 3, p. 415-441
|
Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory |
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