Moench_Surprises_YieldData.xls
Creators:
Emanuel Moench
From the dataset abstract
This paper analyzes the predictive content of the term structure components level, slope, and curvature within a dynamic factor model of macroeconomic and interest rate data. Surprise...
Source: Term structure surprises: the predictive content of curvature, level, and slope (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.ms-excel |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/8eb378cf-da6e-4b37-bdc1-be1e2e3c2797/resource/adcbae90-c79d-471e-8e5d-5f26f9145642/download/moench_surprises_yielddata.xls |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
