Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds

Published: 21 July 2025| Version 1 | DOI: 10.17632/z3bv3z9k35.1
Contributors:
Bok Brandyn, Thomas Mertens, John Williams

Description

Replication code for "Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds" by Brandyn Bok, Thomas M. Mertens, and John C. Williams.

Files

Steps to reproduce

See readme file

Categories

Finance, Macroeconomics, Monetary Economics, Asset Pricing

Licence