Bond_Yields.csv
Creators:
Constantino Hevia
;
Ivan Petrella
;
Martin Sola
From the dataset abstract
We develop and estimate a multifactor affine model of commodity futures that allows for stochastic seasonality. We document the existence of stochastic seasonal fluctuations in commodity...
Source: Risk premia and seasonality in commodity futures (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/3bf7202b-b899-4220-8cf1-875dbf3b257b/resource/66f24a74-040a-4eab-8eda-2bab053de142/download/bond_yields.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
