FactorsGVAR: Data: Risk Factors for the GVAR - Candelon and Moura (2024,...
In MultiATSM: Multicountry Term Structure of Interest Rates Models
FactorsGVAR R Documentation
Data: Risk Factors for the GVAR - Candelon and Moura (2024, JFEC)
Description
Risk factors data used in the GVAR models - Candelon and Moura (2024, JFEC)
Usage
data("CM_Factors_GVAR")
Format
list containing the variables used in the GVAR models
References
Candelon, B. and Moura, R. (2024) "A Multicountry Model of the Term Structures of Interest Rates with a GVAR". (Journal of Financial Econometrics)
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| FactorsGVAR | R Documentation |
Data: Risk Factors for the GVAR - Candelon and Moura (2024, JFEC)
Description
Risk factors data used in the GVAR models - Candelon and Moura (2024, JFEC)
Usage
data("CM_Factors_GVAR")
Format
list containing the variables used in the GVAR models
References
Candelon, B. and Moura, R. (2024) "A Multicountry Model of the Term Structures of Interest Rates with a GVAR". (Journal of Financial Econometrics)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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