Replication Data for "Duration-Based Valuation of Corporate Bonds"

Name: Replication Data for "Duration-Based Valuation of Corporate Bonds"
Creator: AQR Arbitrage; University of Pennsylvania; University of Toronto
Published: 2024-01-01T00:00:00+08:00

Harvard Dataverse2024-03-15 更新2026-04-09 收录

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数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/6U0RKM 数据链接链接失效反馈

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资源简介：

This file contains the replication code and data for "Duration-Based Valuation of Corporate Bonds" by Jules H. van Binsbergen, Yoshio Nozawa, and Michael Schwert.

提供机构：

AQR Arbitrage; University of Pennsylvania; University of Toronto

创建时间：

2024-01-01