US_YLDs.csv
Creators:
Manfred M. Fischer
;
Niko Hauzenberger
;
Florian Huber
;
Michael Pfarrhofer
From the dataset abstract
US yield curve dynamics are subject to time-variation, but there is ambiguity about its precise form. This paper develops a vector autoregressive (VAR) model with time-varying parameters...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/69339306-534a-4038-9e12-b095fbf04532/resource/8887a934-a86d-4703-a9f2-699ce40d154d/download/us_ylds.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
