Financial Intermediaries and the Yield Curve
收藏NIAID Data Ecosystem2026-05-02 收录
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https://doi.org/10.7910/DVN/4ISTH5
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Replication code for "Financial Intermediaries and the Yield Curve"
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创建时间：
2025-09-01
相关数据集
Financial Intermediaries and the Yield Curve
Replication code for \"Financial Intermediaries and the Yield Curve\"
DataONE2025-08-31 更新20
Replication code for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics
We provide replication code and pseudo data for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics”,
Mendeley Data2024-03-27 更新10
Replication code for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics
We provide replication code and pseudo data for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics”,
Mendeley Data00
Intermediary Balance Sheets and the Treasury Yield Curve
We document a regime change in the Treasury market post-Global Financial Crisis (GFC): dealers switched from net short to net long Treasury bonds. We construct net-long and netshort curves that accoun
NBER2022-07-01 更新40
Replication code for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics
We provide replication code and pseudo data for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics”,
NIAID Data Ecosystem00
