Qbonds.txt
Creators:
René Garcia
;
Richard Luger
From the dataset abstract
We build and estimate an equilibrium model of the term structure of interest rates based on a recursive utility specification. We contrast it with an arbitrage-free model, where prices of...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/e5b0ae1e-92f8-41ea-82c8-d461ea15a94f/resource/96f18638-1180-4e47-8120-fb971f2da842/download/qbonds.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
