readme.ml.txt
Creators:
Markku Lanne
From the dataset abstract
The term structure of interest rates is often modelled as a cointegrated system with the yield spreads forming the cointegrating vectors. Testing whether the yield spreads span the...
Source: Near unit roots, cointegration, and the term structure of interest rates (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/18597ea5-2f14-4754-a110-376f7831fb55/resource/ea15cd9b-d1ac-4798-be6f-8a0b655e020b/download/readme.ml.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
