CMD-MD: A Monthly Database for Macro-financial Research

19 Pages Posted: 29 May 2019 Last revised: 26 Jun 2019

Date Written: April 30, 2019

Abstract

This paper lists the contents of the Capital Markets Data Project monthly database, CMD-MD. A subset of the database is free to download and complements the economic content of the FRED monthly database. CMD-MD contains 367 series centered around the capital markets and is available for download.

Keywords: Capital Markets, Foreign, Data, Database, Expected Bond Returns, Primary Dealers, FRED MD, Treasuries, Issuance, Net Positions

Suggested Citation

Sabol, Steven, CMD-MD: A Monthly Database for Macro-financial Research (April 30, 2019). Available at SSRN: https://ssrn.com/abstract=3380724 or http://dx.doi.org/10.2139/ssrn.3380724

Steven Sabol (Contact Author)

Capital Markets Data ( email )

2 Streeter Ave
Salem, NH 03079
United States
2484622412 (Phone)
2484622412 (Fax)

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