Replication code for the paper "Trendy Business Cycles and Asset Prices"

Name: Replication code for the paper "Trendy Business Cycles and Asset Prices"
Creator: University of North Carolina at Chapel Hill
Published: 2022-01-01T00:00:00+08:00

Harvard Dataverse2022-11-01 更新2026-04-09 收录

经济周期分析

资产定价模型

数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/8CWZLL 数据链接链接失效反馈

官方服务：

资源简介：

Replication package for: Davis, J. and Segal, G. Trendy Business Cycles and Asset Prices, Review of Financial Studies, forthcoming (DOI: 10.1093/rfs/hhac084). The compressed archive includes a README file, describing the code modules.

提供机构：

University of North Carolina at Chapel Hill

创建时间：

2022-01-01

Replication code for the paper "Trendy Business Cycles and Asset Prices"

资源简介：

相关数据集