Expectation puzzles, time-varying risk premia, and dynamic models of the term structure:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2001
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
8167 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 32 S. |
Staff View
MARC
| LEADER | 00000nam a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV023589874 | ||
| 003 | DE-604 | ||
| 005 | 20091106 | ||
| 007 | t | ||
| 008 | 010518s2001 xxu |||| 00||| eng d | ||
| 035 | |a (OCoLC)46732096 | ||
| 035 | |a (DE-599)BVBBV023589874 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c XD-US | ||
| 049 | |a DE-521 |a DE-19 | ||
| 050 | 0 | |a HB1 | |
| 100 | 1 | |a Dai, Qiang |e Verfasser |0 (DE-588)13138967X |4 aut | |
| 245 | 1 | 0 | |a Expectation puzzles, time-varying risk premia, and dynamic models of the term structure |c Qiang Dai ; Kenneth J. Singleton |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 2001 | |
| 300 | |a 32 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 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 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 8167 |w (DE-604)BV002801238 |9 8167 | |
| 856 | 4 | 1 | |u http://papers.nber.org/papers/w8167.pdf |z kostenfrei |3 Volltext |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-016905204 | ||
Record in the Search Index
| _version_ | 1804138245294915584 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Dai, Qiang Singleton, Kenneth J. 1951- |
| author_GND | (DE-588)13138967X (DE-588)135847680 |
| author_facet | Dai, Qiang Singleton, Kenneth J. 1951- |
| author_role | aut aut |
| author_sort | Dai, Qiang |
| author_variant | q d qd k j s kj kjs |
| building | Verbundindex |
| bvnumber | BV023589874 |
| callnumber-first | H - Social Science |
| callnumber-label | HB1 |
| callnumber-raw | HB1 |
| callnumber-search | HB1 |
| callnumber-sort | HB 11 |
| callnumber-subject | HB - Economic Theory and Demography |
| ctrlnum | (OCoLC)46732096 (DE-599)BVBBV023589874 |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01663nam a2200433zcb4500</leader><controlfield tag="001">BV023589874</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20091106 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">010518s2001 xxu |||| 00||| eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)46732096</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV023589874</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">XD-US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-521</subfield><subfield code="a">DE-19</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HB1</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Dai, Qiang</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)13138967X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Expectation puzzles, time-varying risk premia, and dynamic models of the term structure</subfield><subfield code="c">Qiang Dai ; Kenneth J. Singleton</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge, Mass.</subfield><subfield code="b">National Bureau of Economic Research</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">32 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8167</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bond yields - Forecasting</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk premia - Forecasting</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Yield curves</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Ökonometrisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bonds</subfield><subfield code="x">Prices</subfield><subfield code="x">Forecasting</subfield><subfield code="v">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Gaussian processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Interest rates</subfield><subfield code="x">Forecasting</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Rate of return</subfield><subfield code="x">Forecasting</subfield><subfield code="x">Econometric models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Risk</subfield><subfield code="x">Forecasting</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Singleton, Kenneth J.</subfield><subfield code="d">1951-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)135847680</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series</subfield><subfield code="v">8167</subfield><subfield code="w">(DE-604)BV002801238</subfield><subfield code="9">8167</subfield></datafield><datafield tag="856" ind1="4" ind2="1"><subfield code="u">http://papers.nber.org/papers/w8167.pdf</subfield><subfield code="z">kostenfrei</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-016905204</subfield></datafield></record></collection> |
| id | DE-604.BV023589874 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:41:25Z |
| indexdate | 2024-07-09T21:25:07Z |
| 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_exact_search_txtP | 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 |
| work_keys_str_mv | AT daiqiang expectationpuzzlestimevaryingriskpremiaanddynamicmodelsofthetermstructure AT singletonkennethj expectationpuzzlestimevaryingriskpremiaanddynamicmodelsofthetermstructure |