Replication data for: "The Volatility of Long-Term Bond Returns: Persistent Interest Rate Shocks and Time-Varying Risk Premiums"

Daniela Osterrieder (Contributor)
Peter Schotman (Creator)

Finance

Dataset

Description

Replication data for: "The Volatility of Long-Term Bond Returns: Persistent Interest Rate Shocks and Time-Varying Risk Premiums"

Date made available	20 Jun 2016
Publisher	Harvard Dataverse

DOI
10.7910/dvn/s2hwcs

Access Dataset

https://doi.org/10.7910%2Fdvn%2Fs2hwcs

1 Article

The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums
Osterrieder, D. & Schotman, P., Dec 2017, In: Review of Economics and Statistics. 99, 5, p. 884-895 12 p.
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
File

225 Downloads (Pure)

Cite this