Qiang Dai

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8359-5892

Publications

• Discrete-Time Affineℚ Term Structure Models with Generalized Market Prices of Risk — The Review of Financial Studies 2010
• Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields — The Review of Financial Studies 2007
• Term Structure Dynamics in Theory and Reality — The Review of Financial Studies 2003
• Expectation puzzles, time-varying risk premia, and affine models of the term structure — Journal of Financial Economics 2002
• Specification Analysis of Affine Term Structure Models — The Journal of Finance 2000