readme.cmv.txt
Creators:
Andrea Carriero
;
Sarah Mouabbi
;
Elisabetta Vangelista
From the dataset abstract
This paper employs a zero lower bound (ZLB) consistent shadow-rate model to decompose UK nominal yields into expectation and term premium components. Compared to a standard affine term...
Source: UK term structure decompositions at the zero lower bound (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/81283a6d-f471-4efa-a540-0c35777b42f6/resource/e9c22d13-ac01-47e3-a7d2-429962096f9f/download/readme.cmv.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
