Published April 15, 2026 | Version v1
Journal article Open

Replication Files for Cross, J.L., Poon, A. & Zhu, D. (2026). Uncertainty and the Term Structure of Interest Rates. European Economic Review.

Authors/Creators

  • 1. ROR icon University of Melbourne
  • 2. ROR icon University of Kent
  • 3. ROR icon Monash University

Description

Replication files for results in our paper. Start by unzipping the folder. For details on how to run the programs, view the README file. 

Files

CPZ_Replication_code.zip

Files (2.0 GB)

Name Size
md5:2db9d24addd5e83aa1e5e5a80c5a40a5
2.0 GB Preview Download

Additional details

Software

Programming language
MATLAB