A key criticism of the existing empirical literature on the risk-return relation relates to the relatively small amount of conditioning information used to model the conditional mean and conditional v
The table presents the correlation matrix of the time-series of illiquidity measures. Illiquidity is measured using the Amihud measure for each market. The sample runs from January 1, 2010 to March 22
This repository contains the replication package for the article “Oil Shocks and the Financial Channel: Evidence from Rolling VAR and Structural Decomposition.” The package includes processed macro-fi
