dmpdata.dat
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)
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Metadata
Field | Value |
---|---|
Format | dat |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/06b910a7-c636-490f-8a05-24967d5aa1c7/resource/87a6fcae-4bc4-4cec-9ee4-2330f98b15f2/download/dmpdata.dat |
Last updated | November 10, 2022 |
Created | November 10, 2022 |