Data for: What does the Yield Curve imply about Investor Expectations?

Published: 29 Jun 2018 | Version 1 | DOI: 10.17632/vxx8vvm64r.1
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Description of this data

Excel file containing Betas and Yields from Gurkaynak, Sack and Wright (2006), "The U.S. Treasury Yield Curve: 1961 to the Present".

Experiment data files

This data is associated with the following publication:

What does the yield curve imply about investor expectations?

Published in: Journal of Macroeconomics

Latest version

  • Version 1

    2018-06-29

    Published: 2018-06-29

    DOI: 10.17632/vxx8vvm64r.1

    Cite this dataset

    Sinha, Arunima; Gaus, Eric (2018), “Data for: What does the Yield Curve imply about Investor Expectations?”, Mendeley Data, v1 http://dx.doi.org/10.17632/vxx8vvm64r.1

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Economics

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