data-dil.xlsx
Creators:
Hans Dewachter
;
Leonardo Iania
;
Marco Lyrio
From the dataset abstract
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term premium in the US bond market. Estimating the model using Bayesian techniques, we find...
Source: INFORMATION IN THE YIELD CURVE: A MACRO-FINANCE APPROACH (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/f792b1cf-b79f-478d-bf38-1a3b3f565b6f/resource/ca846d62-8f73-440f-b697-89c146b37758/download/data-dil.xlsx |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
