Yields_covid: Data: Yields - Candelon and Moura (2023)
In MultiATSM: Multicountry Term Structure of Interest Rates Models
Yields_covid R Documentation
Data: Yields - Candelon and Moura (2023)
Description
Bond yield data used in Candelon and Moura (2023)
Usage
data("Yields_covid")
Format
A matrix containing Government bond yields with maturities of 12, 24, 36, 60, and 120 months for Brazil, India, Mexico, and Russia.
The data are at weekly frequency and cover the period from March 22, 2020, to September 26, 2021.
Source
Simulated data constructed using Bloomberg bond yield series.
References
Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)
MultiATSM documentation built on Nov. 5, 2025, 7:01 p.m.
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| Yields_covid | R Documentation |
Data: Yields - Candelon and Moura (2023)
Description
Bond yield data used in Candelon and Moura (2023)
Usage
data("Yields_covid")
Format
A matrix containing Government bond yields with maturities of 12, 24, 36, 60, and 120 months for Brazil, India, Mexico, and Russia. The data are at weekly frequency and cover the period from March 22, 2020, to September 26, 2021.
Source
Simulated data constructed using Bloomberg bond yield series.
References
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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