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 1871183. - Vol. 63.2002, 3, p. 415-442
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