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 1.3.1 Index]