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Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
Saved in:
2
An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Dai, Qiang
;
Grishchenko, Olesya V.
- In:
The quarterly journal of finance
4
(
2014
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010423784
Saved in:
3
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
Saved in:
4
Comment on: Time orientation and asset prices
Dai, Qiang
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 137-138
Persistent link: https://www.econbiz.de/10001641107
Saved in:
5
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
Saved in:
6
Expectation puzzles, time-varying risk premia, and dynamic models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
-
2001
Persistent link: https://www.econbiz.de/10001566888
Saved in:
7
Fixed-income pricing
Dai, Qiang
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001832932
Saved in:
8
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
Saved in:
9
An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Dai, Qiang
;
Grishchenko, Olesya V.
-
2011
Persistent link: https://www.econbiz.de/10009406475
Saved in:
10
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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