The Pricing of U.S. Treasury Floating Rate Notes
Published: 8 March 2024| Version 1 | DOI: 10.17632/w7tv9bxwy3.1
Contributors:
, Urban JermannDescription
Replication material for "The Pricing of U.S. Treasury Floating Rate Notes", published in the Journal of Financial Economics.
Files
Steps to reproduce
see Readme.pdf
Categories
Finance