%0 Journal Article %1 citeulike:1399265 %A Dai, Qiang %A Singleton, Kenneth %D 2002 %J Journal of Financial Economics %K finmath, interest-rate-model %T Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure %U http://papers.ssrn.com/sol3/papers.cfm?abstract\_id=263429 %V 63

@article{citeulike:1399265, added-at = {2019-06-18T20:47:03.000+0200}, author = {Dai, Qiang and Singleton, Kenneth}, biburl = {https://www.bibsonomy.org/bibtex/2d17a4bcb714b5ef5be712dca774ba5e6/alexv}, citeulike-article-id = {1399265}, citeulike-attachment-1 = {dai_02_expectation_24311.pdf; /pdf/user/alexv/article/1399265/24311/dai_02_expectation_24311.pdf; c58932027c927f56cfa3864945326491680721a5}, citeulike-linkout-0 = {http://papers.ssrn.com/sol3/papers.cfm?abstract\_id=263429}, file = {dai_02_expectation_24311.pdf}, interhash = {7792a359b1f77625661c0b914305a367}, intrahash = {d17a4bcb714b5ef5be712dca774ba5e6}, journal = {Journal of Financial Economics}, keywords = {finmath, interest-rate-model}, posted-at = {2007-06-19 22:27:47}, priority = {2}, timestamp = {2019-06-18T20:47:03.000+0200}, title = {{Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure}}, url = {http://papers.ssrn.com/sol3/papers.cfm?abstract\_id=263429}, volume = 63, year = 2002 }