Publication | Closed Access
Expectation puzzles, time-varying risk premia, and affine models of the term structure
811
Citations
31
References
2002
Year
Expectation FormationAffine ModelsFinancial EconomicsAsset PricingEngineeringTerm Structure ModelBusinessExpectation PuzzlesProbability TheoryTerm StructureIntertemporal Portfolio ChoiceStatisticsFinance
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