| . |
Dai, Qiang's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
4,214 |
Total
Citations
743 |
|
|
|
|
|
1.
|
|
Specification Analysis of Affine Term Structure Models
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
|
|
Posted:
|
|
26 Nov 98
|
|
Last Revised:
|
|
06 Apr 08
|
|
1,200
(6,819)
|
390
|
|
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
|
|
38
|
390
|
|
| |
|
| |
|
|
|
|
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
|
|
1,162
|
390
|
|
| |
|
| |
|
|
|
|
|
|
2.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
|
|
536
(23,238)
|
1
|
|
| |
|
| |
|
|
|
3.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Le, Anh
New York University, Leonard N. Stern School of Business Singleton, Kenneth J.
Stanford University-Graduate School of Business
|
|
448
(29,470)
|
36
|
|
| |
|
| |
Nonlinear, Discrete time, Dynamic Term Structure Models, Esscher Transform, Generalized Market Prices of Risks
|
|
|
4.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
|
|
427
(31,349)
|
10
|
|
| |
|
| |
|
|
|
5.
|
|
Fiscal Policy and the Term Structure of Interest Rates
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Philippon, Thomas
New York University (NYU) - Department of Finance
|
|
Posted:
|
|
05 Jan 05
|
|
Last Revised:
|
|
18 Aug 10
|
|
385
(35,709)
|
36
|
|
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Philippon, Thomas
New York University (NYU) - Department of Finance
|
|
57
|
35
|
|
| |
|
| |
|
|
|
|
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Philippon, Thomas
New York University (NYU) - Department of Finance
|
|
328
|
35
|
|
| |
|
| |
No-arbitrage, interest rates, yield curve, fiscal policy, public deficits
|
|
|
|
|
|
6.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
|
|
379
(36,430)
|
18
|
|
| |
|
| |
|
|
|
7.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area
|
|
331
(42,960)
|
|
|
| |
|
| |
CAPM, ICAPM, CCAPM, production, optimal financial policy, labor, human capital, asset pricing puzzles
|
|
|
8.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Philippon, Thomas
New York University (NYU) - Department of Finance
|
|
231
(64,514)
|
9
|
|
| |
|
| |
|
|
|
9.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Grishchenko, Olesya V.
Federal Reserve Board
|
| Posted: |
|
14 Dec 05
|
|
Last Revised:
|
|
29 Jan 10
|
|
170
(87,474)
|
1
|
|
| |
|
| |
consumption-based asset pricing model, habit formation, stochastic habit, time-varying risk-premium
|
|
|
10.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
|
|
59
(185,412)
|
108
|
|
| |
|
| |
|
|
|
11.
|
|
|
Dai, Qiang
University of North Carolina (UNC) at Chapel Hill - Finance Area Singleton, Kenneth J.
Stanford University-Graduate School of Business
|
|
48
(206,083)
|
134
|
|
| |
|
| |
|
|
