wz-data_CDS_bid-ask_spreads.txt
Creators:
Rien Wagenvoort
;
Sanne Zwart
From the dataset abstract
We introduce longitudinal factor analysis (LFA) to extract the common risk-free (CRF) rate from a sample of sovereign bonds of countries in a monetary union. Since LFA exploits the...
Source: UNCOVERING THE COMMON RISK-FREE RATE IN THE EUROPEAN MONETARY UNION (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/29e3dec5-67cf-4714-bf6a-702c9ff47cca/resource/4e04d73e-b7fc-4f35-81de-f2b2a0dd6aeb/download/wz-data_cds_bid-ask_spreads.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
