2026-10-14T17:11:09Z https://data.mendeley.com/oai

oai:data.mendeley.com/6fmgkf397t.2 2023-10-04T09:11:27Z

Hansen, Jorge Wolfgang Treasury Option Returns and Models with Unspanned Risks Mendeley Data This data depository contains all code/data necessary to replicate "Treasury Option Returns and Models with Unspanned Risks", authored by G. Bakshi, J. Crosby, X. Gao, and J. W. Hansen, forthcoming in the Journal of Financial Economics. Please see the README file for details on files and code provided. Determination of Interest Rates Bakshi, Gurdip Crosby, John Gao, Xiaohui Dataset doi:10.17632/6fmgkf397t.2 oai:data.mendeley.com/6fmgkf397t.2 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/6fmgkf397t 2023-10-04T09:11:27Z