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Short-term interest rate estimates based on futures markets

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NIAID Data Ecosystem2026-05-01 收录
下载链接:
http://datadryad.org/dataset/doi%253A10.5061%252Fdryad.qbzkh18pw
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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.
创建时间:
2023-09-11
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