The Pricing of U.S. Treasury Floating Rate Notes

Published: 8 March 2024| Version 1 | DOI: 10.17632/w7tv9bxwy3.1
Contributors:
Jonathan Hartley, Urban Jermann

Description

Replication material for "The Pricing of U.S. Treasury Floating Rate Notes", published in the Journal of Financial Economics.

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Steps to reproduce

see Readme.pdf

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Finance

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