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Data and Calculations - Dataverse

By Kevin Fergusson · as credited by the source

Published 2026-03-25 · Replication Files for "Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach"

Deposited on Harvard Dataverse doi:10.7910/DVN/OS2RHL licence: see repository 1 file
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About this dataset

Excel spreadsheet to convert raw data into stock index returns and continuously compounded interest rates.

Collection: Replication Files for "Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach"

Use it in a run

Download the files into your project's data/ folder and start a template. The data stay on your machine; the published research records the DOI, so the authors are credited.

e2er run "<your research question>"

Automatic download by DOI is planned.

Cite

@dataset{fergusson2026,
  title     = {Data and Calculations - Dataverse},
  author    = {Fergusson, Kevin and Fergusson, Kevin},
  year      = {2026},
  publisher = {Harvard Dataverse},
  doi       = {10.7910/DVN/OS2RHL},
  url       = {https://doi.org/10.7910/DVN/OS2RHL}
}

Research that uses it

No published research on E2ER uses this dataset yet.

Description

Data model
Discipline
MathematicsFinance
Method family
Empirical (quantitative)
Design
not specified
Research stage
Data acquisition
Contributors
Kevin Fergusson (Data curation)
Usage
not used in published research yet
Source
Harvard Dataverse · Replication Files for "Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach"
Record
dataset:dataverse/10-7910-dvn-os2rhl · JSON

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