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Data · dataset · 2023

Treasury Option Returns and Models with Unspanned Risks

Listed in Teesside University Research Data Repository

This data depository contains all code/data necessary to replicate "Treasury Option Returns and Models with Unspanned Risks", authored by G. Bakshi, J. Crosby, X. Gao, and J. W. Hansen, forthcoming in the Journal of Financial Economics.

Description

Please see the README file for details on files and code provided.

Links

Where it is published

Catalogue records · 1

Topics

Provenance · 1 source records, 10 field assertions
SourceKeyLast seenRaw
Teesside University Research Data Repositoryoai:data.mendeley.com/6fmgkf397t.211 d agoJSON v1
FieldAssertionExtractorEvidence
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concepts[field].local:field:earth-environmentalmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
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concepts[field].local:field:humanitiesmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:life-sciencesmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:social-sciencemapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
descriptionsource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/description
licensesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0/metadata/dc/rights
publication_datesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
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