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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Dai, Qiang"
~subject:"Risk premium"
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Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
Dai, Qiang
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Singleton, Kenneth J.
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2001
Persistent link: https://www.econbiz.de/10001566888
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Specification analysis of affine term structure models
Dai, Qiang
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Singleton, Kenneth J.
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1997
Persistent link: https://www.econbiz.de/10000637523
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