Issue Date | Title | Author(s) |
19-Sep-2001 | Asset Pricing in a Neoclassical Model with Limited Participation | Dai, Qiang |
18-Sep-2000 | Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure | Dai, Qiang; Singleton, Kenneth |
18-Jul-2002 | Term Structure Dynamics in Theory and Reality | Dai, Qiang; Singleton, Kenneth |
22-May-2002 | From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation | Dai, Qiang |
16-Aug-2000 | Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns | Dai, Qiang |
29-Oct-2002 | Time Series and Cross-sectional Variations of Expected Returns | Dai, Qiang |
1-Jul-2002 | Fixed Income Pricing | Dai, Qiang; Singleton, Kenneth |