Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure
收藏NBER2001-03-01 更新2025-01-04 收录
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https://www.nber.org/papers/w8167
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资源简介：
Though linear projections of returns on the slope of the yield curve have contradicted the implications of the traditional expectations theory,' we show that these findings are not puzzling relative to a large class of richer dynamic term structure models. Specifically, we are able to match all of
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美国国家经济研究局创建时间：
2001-03-01
