This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor

Zenodo2024-06-26 更新30

Agency MBS as Safe Assets

抵押贷款定价

固定收益市场分析

Measured as yield spreads against AAA corporate bonds, the convenience premium for agency MBS averaged 47 basis points between 1995 and 2021, about half of the long-term-Treasury convenience premium.

NBER2022-04-01 更新80

Treasury bond yield prediction based on rolling window estimation-multiple inverse MIDAS model

国债收益率预测

高频经济数据建模

This data is used to build rolling window estimators - multivariate inverse MIDAS models for forecasting high-frequency economic variables

Figshare2023-11-18 更新40