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~isPartOf:"Journal of financial economics"
~isPartOf:"The review of financial studies"
~person:"Dai, Qiang"
~subject:"Finanzkrise"
~subject:"Wirkungsanalyse"
~subject:"Zinsstruktur"
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Journal of financial economics
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
2
The journal of finance : the journal of the American Finance Association
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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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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
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