Risk-Free Interest Rates
收藏NBER2019-08-01 更新2025-01-04 收录
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https://www.nber.org/papers/w26138
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资源简介：
We estimate risk-free interest rates unaffected by convenience yields on safe assets. We infer them from risky asset prices without relying on any specific model of risk. We obtain a term structure of convenience yields with maturities up to 2.5 years at a minutely frequency. The convenience yield
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美国国家经济研究局创建时间：
2019-08-01
