Qbonds.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/0e387481-59fc-4178-a470-608cf8721ef3/download/qbonds.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
