Qiang Dai

• [2007 RFS] 利率会换挡：当「换挡」本身也成了一种被定价的风险Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond YieldsJun 2026
• [2003 RFS] 把利率曲线的「定价」和「预测」装进同一个模型，为什么这么难？Term Structure Dynamics in Theory and RealityJun 2026
• [2002 JFE] 利率曲线给你的「预言」总是反的——一桩三十年的旧公案，与替它翻案的仿射模型Expectation Puzzles, Time-varying Risk Premia, and Affine Models of the Term StructureJun 2026