Expectation puzzles, time-varying risk premia, and affine models of the term structure
| Year of publication: |
2002
|
|---|---|
| Authors: | Dai, Qiang ; Singleton, Kenneth J. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 63.2002, 3, p. 415-441
|
| Publisher: |
Elsevier |