%0 Journal Article %1 Dai2002 %A Dai, Qiang %A Singleton, Kenneth J. %D 2002 %J Journal of Financial Economics %K Expectations puzzle %N 3 %P 415--441 %T Expectation puzzles, time-varying risk premia, and affine models of the term structure %U http://www.sciencedirect.com/science/article/B6VBX-44XTP59-1/1/771c4e8eb1b85751863e12becbeeaef9 %V 63

@article{Dai2002, added-at = {2008-04-22T15:17:45.000+0200}, author = {Dai, Qiang and Singleton, Kenneth J.}, biburl = {https://www.bibsonomy.org/bibtex/27add2e8025f7ce5e549cdb31e7b285ea/smicha}, interhash = {d2e84312d36f003ba5cb84a5cadbca34}, intrahash = {7add2e8025f7ce5e549cdb31e7b285ea}, journal = {Journal of Financial Economics}, keywords = {Expectations puzzle}, month = Mar, number = 3, pages = {415--441}, timestamp = {2008-04-22T15:23:08.000+0200}, title = {Expectation puzzles, time-varying risk premia, and affine models of the term structure}, url = {http://www.sciencedirect.com/science/article/B6VBX-44XTP59-1/1/771c4e8eb1b85751863e12becbeeaef9}, volume = 63, year = 2002 }