Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction
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下载链接：
https://doi.org/10.7910/DVN/DHIZKQ
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资源简介：
This code replicates results from the paper "Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction" by Golinski and Spencer (2023), Review of Asset Pricing Studies.
创建时间：
2023-06-28
