zeroyld.dat
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)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d8083998-b621-4ad5-80ab-8fab20c30fa2/resource/472f7437-b579-44bc-b72d-a3a491c17de0/download/zeroyld.dat |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
