Expectation puzzles, time-varying risk premia, and affine models of the term structure

Journal of Financial Economics - Tập 63 Số 3 - Trang 415-441 - 2002
Qiang Dai1, Kenneth J. Singleton2,3
1Stern School of Business, New York University, New York, NY 10012, USA
2Graduate School of Business, Stanford University, Stanford, CA 94305, USA
3National Bureau of Economic Research, Inc., Cambridge, MA 02138, USA

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