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Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang; Singleton, Kenneth J. - In: Journal of financial economics 63 (2002) 3, pp. 415-441
Persistent link: https://www.econbiz.de/10001661702
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Modeling the term structure of interest rates under non-separable utility and durability of goods
Dunn, Kenneth B. - In: Journal of financial economics 17 (1986) 1, pp. 27-55
Persistent link: https://www.econbiz.de/10001015119
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Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott; Le, Anh; Singleton, Kenneth J. - In: Journal of financial economics 109 (2013) 3, pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
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Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang; Singleton, Kenneth J. - In: Journal of financial economics 63 (2002) 3, pp. 415-442
Persistent link: https://www.econbiz.de/10006510041
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Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott; Le, Anh; Singleton, Kenneth J. - In: Journal of financial economics 109 (2013) 3, pp. 604-622
Persistent link: https://www.econbiz.de/10010142458
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Joint Editorial
Hirshleifer, David; William Schwert, G.; Singleton, … - In: Journal of financial economics 110 (2013) 2, pp. 279-279
Persistent link: https://www.econbiz.de/10010186198