官方服务:
资源简介:
Replication folder for paper "Bond Convenience Curves and Funding Costs".
应用场景:
创建时间:
2024-06-28
相关数据集
Market Macrostructure: Institutions and Asset Prices
Market macrostructure studies the broad organization of financial markets into key players and institutional features, and how this organization affects the level and dynamics of asset prices. We pres
NBER2025-02-01 更新110
Asymmetric Information and Sovereign Debt: Theory Meets Mexican Data
Using a novel data set containing all bids by all bidders for Mexican government bonds from 2001 to 2017, we demonstrate that asymmetric information about default risk is a key determinant of primary
NBER2021-02-01 更新70
Replication Data for: A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?
This is the replication package for "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?" accepted in 2023 by the Journal of Political Economy
NIAID Data Ecosystem50
Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options
This paper develops a dynamic programming model of the optimal refunding strategy and the corresponding value of a callable bond. The model differs from previous work on this subject primarily in that
NBER1977-12-01 更新100
General sum up of the key results of the study.
Recent advances in the field of machine learning have yielded novel research perspectives in behavioural economics and financial markets microstructure studies. In this paper we study the impact of in
NIAID Data Ecosystem50



