Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction
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This code replicates results from the paper \"Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction\" by Golinski and Spencer (2023), Review of Asset Pricing Studies.
创建时间：
2023-11-08
