Replication code for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics

Name: Replication code for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics
Creator: Wenxin Du
Published: 2023-09-22T07:10:28.438Z
Keywords: Economics, Finance

Du, Wenxin; Hebert, Benjamin; Li, Wenhao

doi:10.17632/zfwr38f2bf.1

Replication code for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics

Published: 22 September 2023| Version 1 | DOI: 10.17632/zfwr38f2bf.1

Contributors:

Wenxin Du, Benjamin Hebert, Wenhao Li

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We provide replication code and pseudo data for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics”,

Replication code for Du, Hebert and Li (2023) "Intermediary Balance Sheet and Treasury Yield Curve", forthcoming in Journal of Financial Economics

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