Yields: Data: Yields - Candelon and Moura (2024, JFEC)
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Yields R Documentation
Data: Yields - Candelon and Moura (2024, JFEC)
Description
Yields data used in Candelon and Moura (2024, JFEC)
Bond yield data used in Candelon and Moura (2023)
Usage
data("CM_Yields")
data("CM_Yields_2023")
Format
matrix containing the Yields of the models
matrix containing the Yields of the models
References
Candelon, B. and Moura, R. (Forthcoming) "A Multicountry Model of the Term Structures of Interest Rates with a GVAR". (Journal of Financial Econometrics)
Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)
MultiATSM documentation built on April 4, 2025, 1:40 a.m.
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| Yields | R Documentation |
Data: Yields - Candelon and Moura (2024, JFEC)
Description
Yields data used in Candelon and Moura (2024, JFEC)
Bond yield data used in Candelon and Moura (2023)
Usage
data("CM_Yields")
data("CM_Yields_2023")
Format
matrix containing the Yields of the models
matrix containing the Yields of the models
References
Candelon, B. and Moura, R. (Forthcoming) "A Multicountry Model of the Term Structures of Interest Rates with a GVAR". (Journal of Financial Econometrics)
Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)
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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