The Volatility of Long-Term Bond Returns: Persistent Interest Shocks and Time-Varying Risk Premiums

Daniela Osterrieder^*, Peter Schotman

^*Corresponding author for this work

Finance

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Replication data for: "The Volatility of Long-Term Bond Returns: Persistent Interest Rate Shocks and Time-Varying Risk Premiums"
Osterrieder, D. (Contributor) & Schotman, P. (Creator), Harvard Dataverse, 20 Jun 2016
DOI: 10.7910/dvn/s2hwcs, https://doi.org/10.7910%2Fdvn%2Fs2hwcs
Dataset/Software: Dataset