AdjustYieldsDates function

Makes sure that the time series of yields and risk factors have coincident sample spans

AdjustYieldsDates(Yields, PdynamicsFactors, Economies)

Arguments

• Yields: time series of bond yields (CJ x T1 )
• PdynamicsFactors: time series of risk factors (F x T2)
• Economies: string-vector containing the names of the economies of the system.