Expectation puzzles, time-varying risk premia, and dynamic models of the term structure:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8167 |
| Schlagwörter: | |
| Links: | http://papers.nber.org/papers/w8167.pdf |
| Umfang: | 32 S. |
Internformat
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8167 | |
| 650 | 4 | |a Bond yields - Forecasting | |
| 650 | 4 | |a Risk premia - Forecasting | |
| 650 | 4 | |a Yield curves | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Bonds |x Prices |x Forecasting |v Econometric models | |
| 650 | 4 | |a Gaussian processes | |
| 650 | 4 | |a Interest rates |x Forecasting |x Econometric models | |
| 650 | 4 | |a Rate of return |x Forecasting |x Econometric models | |
| 650 | 4 | |a Risk |x Forecasting | |
| 700 | 1 | |a Singleton, Kenneth J. |d 1951- |e Verfasser |0 (DE-588)135847680 |4 aut | |
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Datensatz im Suchindex
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| author | Dai, Qiang Singleton, Kenneth J. 1951- |
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| id | DE-604.BV023589874 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T13:23:13Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016905204 |
| oclc_num | 46732096 |
| open_access_boolean | 1 |
| owner | DE-521 DE-19 DE-BY-UBM |
| owner_facet | DE-521 DE-19 DE-BY-UBM |
| physical | 32 S. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Dai, Qiang Verfasser (DE-588)13138967X aut Expectation puzzles, time-varying risk premia, and dynamic models of the term structure Qiang Dai ; Kenneth J. Singleton Cambridge, Mass. National Bureau of Economic Research 2001 32 S. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8167 Bond yields - Forecasting Risk premia - Forecasting Yield curves Ökonometrisches Modell Bonds Prices Forecasting Econometric models Gaussian processes Interest rates Forecasting Econometric models Rate of return Forecasting Econometric models Risk Forecasting Singleton, Kenneth J. 1951- Verfasser (DE-588)135847680 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 8167 (DE-604)BV002801238 8167 http://papers.nber.org/papers/w8167.pdf kostenfrei Volltext |
| spellingShingle | Dai, Qiang Singleton, Kenneth J. 1951- Expectation puzzles, time-varying risk premia, and dynamic models of the term structure National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Bond yields - Forecasting Risk premia - Forecasting Yield curves Ökonometrisches Modell Bonds Prices Forecasting Econometric models Gaussian processes Interest rates Forecasting Econometric models Rate of return Forecasting Econometric models Risk Forecasting |
| title | Expectation puzzles, time-varying risk premia, and dynamic models of the term structure |
| title_auth | Expectation puzzles, time-varying risk premia, and dynamic models of the term structure |
| title_exact_search | Expectation puzzles, time-varying risk premia, and dynamic models of the term structure |
| title_full | Expectation puzzles, time-varying risk premia, and dynamic models of the term structure Qiang Dai ; Kenneth J. Singleton |
| title_fullStr | Expectation puzzles, time-varying risk premia, and dynamic models of the term structure Qiang Dai ; Kenneth J. Singleton |
| title_full_unstemmed | Expectation puzzles, time-varying risk premia, and dynamic models of the term structure Qiang Dai ; Kenneth J. Singleton |
| title_short | Expectation puzzles, time-varying risk premia, and dynamic models of the term structure |
| title_sort | expectation puzzles time varying risk premia and dynamic models of the term structure |
| topic | Bond yields - Forecasting Risk premia - Forecasting Yield curves Ökonometrisches Modell Bonds Prices Forecasting Econometric models Gaussian processes Interest rates Forecasting Econometric models Rate of return Forecasting Econometric models Risk Forecasting |
| topic_facet | Bond yields - Forecasting Risk premia - Forecasting Yield curves Ökonometrisches Modell Bonds Prices Forecasting Econometric models Gaussian processes Interest rates Forecasting Econometric models Rate of return Forecasting Econometric models Risk Forecasting |
| url | http://papers.nber.org/papers/w8167.pdf |
| volume_link | (DE-604)BV002801238 |
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