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~isPartOf:"Economics letters"
~isPartOf:"The review of financial studies"
~person:"Collin-Dufresne, Pierre"
~person:"Dai, Qiang"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Zinsstruktur"
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Collin-Dufresne, Pierre
Dai, Qiang
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Economics letters
The review of financial studies
The journal of finance : the journal of the American Finance Association
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On bounding credit-event risk premia
Bai, Jennie
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
28
(
2015
)
9
,
pp. 2608-2642
Persistent link: https://www.econbiz.de/10011401287
Saved in:
2
On the relation between the credit spread puzzle and the equity premium puzzle
Chen, Long
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3367-3409
Persistent link: https://www.econbiz.de/10003885699
Saved in:
3
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Wei Yang
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10003621217
Saved in:
4
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
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