Please use this identifier to cite or link to this item:
https://doi.org/10.25540/YD7D-95A=
| Title: | Variance Risk Premium and Bond Return Predictability | Creators: | YIN XIMING | NUS Contact: | Subject: | Random field Term structure Instantaneous volatility Variance Risk Premium Bond return predictability |
DOI: | doi:10.25540/YD7D-95A= | Citation: | YIN XIMING (2020-06-15). Variance Risk Premium and Bond Return Predictability. ScholarBank@NUS Repository. [Dataset]. https://doi.org/10.25540/YD7D-95A= | License: | Attribution-NonCommercial 4.0 International http://creativecommons.org/licenses/by-nc/4.0/ |
| Appears in Collections: | Staff Dataset |
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Files in This Item:
| File | Description | Size | Format | Access Settings | |
|---|---|---|---|---|---|
| YinXM_thesis_datasets.xlsx | Yield Curves and Caps data | 43.04 kB | Microsoft Excel XML | OPEN | Preview online View/Download |
| Readme-dataset.txt | 1.22 kB | Text | OPEN | View/Download |
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