readme.ml.txt
Creators:
Markku Lanne
From the dataset abstract
The term structure of interest rates is often modelled as a cointegrated system with the yield spreads forming the cointegrating vectors. Testing whether the yield spreads span the...
Source: Near unit roots, cointegration, and the term structure of interest rates (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d8083998-b621-4ad5-80ab-8fab20c30fa2/resource/06d7fcd9-92da-4c15-a7fe-262a41e124c8/download/readme.ml.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
