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Browsing by Author Dai, Qiang

Showing results 5 to 24 of 26
Issue DateTitleAuthor(s)
18-Sep-2000Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term StructureDai, Qiang; Singleton, Kenneth
18-Sep-2000Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term StructureDai, Qiang; Singleton, Kenneth
18-Sep-2000Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term StructureDai, Qiang; Singleton, Kenneth
1-Jul-2002Fixed Income PricingDai, Qiang; Singleton, Kenneth
1-Jul-2002Fixed Income PricingDai, Qiang; Singleton, Kenneth
1-Jul-2002Fixed Income PricingDai, Qiang; Singleton, Kenneth
22-May-2002From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit FormationDai, Qiang
22-May-2000From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation.Dai, Qiang
22-May-2000From Equity Premium Puzzle to Expectations Puzzle: General Equilibrium Production Economy with Stochastic Habit FormationDai, Qiang
16-Aug-2000Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset ReturnsDai, Qiang
16-Aug-2000Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset ReturnsDai, Qiang
16-Aug-2000Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset ReturnsDai, Qiang
21-Oct-2003Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond YieldsDai, Qiang; Singleton, Kenneth J.; Yang, Wei
21-Oct-2003Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond YieldsDai, Qiang; Singleton, Kenneth J.; Yang, Wei
21-Oct-2003Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond YieldsDai, Qiang; Singleton, Kenneth J.; Yang, Wei
27-Oct-1998Specification Analysis of Affine Term Structure ModelsDai, Qiang; Singleton, Kenneth J.
18-Jul-2002Term Structure Dynamics in Theory and RealityDai, Qiang; Singleton, Kenneth
18-Jul-2002Term Structure Dynamics in Theory and RealityDai, Qiang; Singleton, Kenneth
18-Jul-2002Term Structure Dynamics in Theory and RealityDai, Qiang; Singleton, Kenneth
29-Oct-2002Time Series and Cross-sectional Variations of ExpectedDai, Qiang
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