DGS3MO.csv
Creators:
Carlo Altavilla
;
Raffaella Giacomini
;
Giuseppe Ragusa
From the dataset abstract
The dynamic behavior of the term structure of interest rates is difficult to replicate with models, and even models with a proven track record of empirical performance have underperformed...
Source: Anchoring the yield curve using survey expectations (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0cfa2117-ba33-46c9-b663-f4fe14c91637/resource/edd5e76b-58c3-487d-8a49-f1c501a55594/download/dgs3mo.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
