| GVARFactors {MultiATSM} | R Documentation |
Data: Risk Factors for the GVAR - Candelon and Moura (2023)
Description
Risk factors data used in the GVAR models - Candelon and Moura (2023)
Usage
data("CM_Factors_GVAR_2023")
Format
list containing the variables used in the GVAR models
References
Candelon, B. and Moura, R. "Sovereign yield curves and the COVID-19 in emerging markets".
[Package MultiATSM version 0.3.6 Index]