Found 8 datasets matching filters.
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These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors differ by comparing their...
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These reports collect information on market activity from primary dealers in U.S. government securities. This family of reports consists of the Weekly Report of Dealer Positions (FR 2004A), the...
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The FR 3036 survey consists of a Turnover section and a section on Derivatives Outstandings. The Turnover section requests information on the monthly volume of transactions (turnover) in the...
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The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of over-the-counter (OTC) derivatives in broad categories--foreign exchange, interest rate,...
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The FR 2510 will collect granular exposure data on the assets, liabilities, and off-balance sheet holdings of U.S. G-SIBs, providing breakdowns by instrument, currency, maturity, and sector. The...
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teqp is a library written in C++ that allows for calculation of numerical derivatives of thermodynamic equations of state with respect to the independent variables with numerical differentiation...
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The Senior Credit Officer Opinion Survey on Dealer Financing Terms (SCOOS) is a quarterly survey providing information about the availability and terms of credit in securities financing and...
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The library multicomplex is an implementation of multicomplex algebra in C++ to allow for higher-order derivatives of numerical functions. Many (though not all) mathematical functions are...
Search relevance: 1.00 | Views last month: 0 | Catalog Last Checked: August 02, 2025 at 02:36 PM
