GlobalMacro function

Data: Risk Factors - Candelon and Moura (2023)

Risk factors data used in Candelon and Moura (2023) data

Format

matrix containing the risk factors of the models

data("CM_GlobalMacro_2023")

References

Candelon, B. and Moura, R. (2023) "Sovereign yield curves and the COVID-19 in emerging markets". (Economic Modelling)