Alon BochmanUnregistered less info
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|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.