Robust difference-in-differences analysis when there is a term structure

Published: 15 April 2025| Version 1 | DOI: 10.17632/j4fgvbrghv.1
Contributors:
Kjell Nyborg, Jiri Woschitz

Description

Replication package for "Robust difference-in-differences analysis when there is a term structure" (code and data)

Files

Steps to reproduce

See ReadMe document (pdf) provided in the zip folder

Categories

Asset Pricing, Address Matching, Term Structure of Interest Rates, Treatment Effect Model, Difference in Differences

Licence