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