Short-term interest rate estimates based on futures markets
收藏DataCite Commons2025-04-01 更新2025-04-09 收录
下载链接:
https://datadryad.org/dataset/doi:10.5061/dryad.qbzkh18pw
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资源简介:
This data is the month-end data of the time series from January 2009 to
March 2023 for four commodities such as gold soybean crude oil and natural
gas. These time series data can be used to estimate the market's
short-term interest rate along with the Vasicek model and joint radiation
term structure model.
提供机构:
Dryad
创建时间:
2023-09-11



