Replication files for "Tractable Term Structure Models"
2022
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Description
Abstract: Replication files for peer-reviewed article published in Management Science. Paper published online January 26, 2022. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.
Details
Title
Replication files for "Tractable Term Structure Models"
Creator
Feunou, Bruno (Bank of Canada)
Fontaine, Jean-Sébastien (Bank of Canada)
Le, Anh (Pennsylvania State University)
Lundblad, Christian (University of North Carolina)
Fontaine, Jean-Sébastien (Bank of Canada)
Le, Anh (Pennsylvania State University)
Lundblad, Christian (University of North Carolina)
Other Identifiers
Resource Type
Dataset
Series (Uniform Title)
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Date
2022-11-01
Relevant Dates
Available: 2022-01-26
Language
English
Availability Statement
Replication files may be downloaded from the article page listed in the DOI field, or directly from the link in the URL field above.
Publication Citation
Feunou, B., J.-S. Fontaine, A. Le and C. Lundblad. 2022. "Tractable Term Structure Models." Management Science 68 No. 11. https://doi.org/10.1287/mnsc.2021.4214..
Record Appears in
Related Items
Relation Type
Resource Is Supplement To
Relationship Note
Reproducibility package is associated with peer-reviewed article
Related Item
Journal Article
Title
Tractable Term Structure Models
Identifier
Publication Date
2022
Publisher
Management Science (INFORMS)
Volume
68
Issue
11
Pages
7793 - 8514
Relation Type
Resource Is Supplement To
Relationship Note
Associated article is first published as Bank of Canada Staff Working Paper
Related Item
Text
Title
Tractable Term-Structure Models
Identifier
Publication Date
2015
Publisher
Bank of Canada
Volume
Staff Working Paper
Issue
2015-46