readme.dmp.txt
Creators:
Mardi Dungey
;
Vance L. Martin
;
Adrian Pagan
From the dataset abstract
A factor analysis of long-term bond spreads is performed by decomposing international interest rate spreads into national and global factors. The factors are latent, and are assumed to...
Source: A multivariate latent factor decomposition of international bond yield spreads (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/06b910a7-c636-490f-8a05-24967d5aa1c7/resource/219c149e-d166-4070-9e73-1a084b66112b/download/readme.dmp.txt |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
