Alon BochmanUnregistered less info
|visits||member for||1 year, 11 months|
|seen||Sep 21 '12 at 19:54|
Historical data on short rates
Thanks Ram. In this paper joim.com/abstract.asp?IsArticleArchived=1&ArtID=308 the authors mention their "proprietary" database of short rates, which strikes me as odd for an academic paper - no one can reproduce their results. Have you tried to reach out to them for the source? Or have you gotten the data elsewhere? Thx.