GlobalMacro {MultiATSM} | R Documentation |
Data: Risk Factors - Candelon and Moura (2023)
Description
Risk factors data used in Candelon and Moura (2023)
Usage
data("CM_GlobalMacro_2023")
Format
matrix containing the risk factors of the models
References
Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)
[Package MultiATSM version 1.1.0 Index]