Implementation of "Pricing the Term Structure with Linear Regressions" from Adrian, Crump and Moench (2013)
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Updated
Apr 4, 2025 - Jupyter Notebook
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term-premium
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Replication codes for the paper.
credit-risk emerging-markets synthetic-yields term-premium monetary-policy-spillovers affine-term-structure-model
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Updated
Dec 20, 2024 - MATLAB
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