Explaining Long-Term Bond Yields Synchronization Dynamics in Europe - Replication Package

Published: 3 January 2024| Version 1 | DOI: 10.17632/r3pwvjdfvh.1
Contributors:
Jesus Crespo Cuaresma, Oscar Fernandez

Description

This repository contains all the data files and codes to reproduce the results of our paper "Explaining Long-Term Bond Yields Synchronization Dynamics in Europe" by Jesús Crespo Cuaresma and Oscar Fernandez, submitted to the journal Economic Modelling.

Files

Steps to reproduce

Please refer to the README file for information on how to replicate the results of the paper.

Institutions

Wirtschaftsuniversitat Wien

Categories

Macroeconomics, Financial Economics, Financial Econometrics, Bayesian Analysis, Sovereign Debt

Licence