Bond Risk Premia

Data and programs for Cochrane and Piazzesi "Bond Risk Premia."

• readme.txt
• bondprice.dat
• corr.m
• dorest.m
• fbmc.m
• fbmc_out.txt
• fbmc_out1011.txt
• fbregslatest.m
• monte12results.txt
• monteehresults.txt
• olsgmm.m
• percentile.m
• pinv2.m
• round2.m
• seed.m
• sim_meas_err.m
• spectralmatrix.m
• spectralmatrix_nonoverlap.m
• spectralmatrix_structure.m
• stdize.m
• test.m
• vec.m
• ycoeff.m
• zeroyld1.txt
• zeroyld2.txt
• macro.m
• indices.txt