readme.mp.txt
Creators:
Hyungsik Roger Moon
;
Benoit Perron
From the dataset abstract
This paper studies nonstationarities in a panel of Canadian and US interest rates of different maturities and risk. We focus on methods which model the cross-sectional dependence within...
Metadata
Field | Value |
---|---|
Format | text/plain |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/10f4850b-012d-42f3-84fa-53d21b54fde3/resource/e593cac3-0be6-4c12-8df8-a683cd80971e/download/readme.mp.txt |
Last updated | November 4, 2022 |
Created | November 4, 2022 |