readme.gl.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://jda-test.zbw.eu/dataset/8cb91e25-892a-4525-855c-491da67a1ffc/resource/650f34cc-6648-45ea-a78d-307cde05c70b/download/readme.gl.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |