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Qiang Dai - Publications

Affiliations: 
New York University, Graduate School of Business Administration 
Area:
Finance, Theory Economics
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5 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2010 Le A, Singleton KJ, Dai Q. Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk Review of Financial Studies. 23: 2184-2227. DOI: 10.2139/Ssrn.889029  0.362
2007 Dai Q, Singleton KJ, Yang W. Regime shifts in a dynamic term structure model of U.S. treasury bond yields Review of Financial Studies. 20: 1669-1706. DOI: 10.1093/Rfs/Hhm021  0.377
2003 Dai Q, Singleton KJ. Term Structure Dynamics in Theory and Reality Review of Financial Studies. 16: 631-678. DOI: 10.1093/Rfs/Hhg010  0.372
2003 Dai Q, Singleton KJ. Chapter 20 Fixed-income pricing Handbook of the Economics of Finance. 1: 1207-1246. DOI: 10.1016/S1574-0102(03)01029-X  0.357
2002 Dai Q, Singleton KJ. Expectation puzzles, time-varying risk premia, and affine models of the term structure Journal of Financial Economics. 63: 415-441. DOI: 10.1016/S0304-405X(02)00067-3  0.38
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