This data series is part of the Center for Monetary Research. The Treasury yield premium model by Jens H.E. Christensen and Glenn D. Rudebusch (CR) decomposes the nominal yield curve into three ...

Using a novel arbitrage-free dynamic term structure model of nominal and real bond prices that accounts for bond-specific liquidity risk premia, this paper provides estimates of bond investors’ ...

79.38 x 77.47 x 45.72 cm. (31.3 x 30.5 x 18 in.) ...

Training a machine learning model is not a task for mere mortals, as it takes a lot of time or computing power to do so. Fortunately there are pre-trained models out there that one can use, and [Max ...