Localized Risk Factors - Supplementary Code and Data
Published: 26 February 2025| Version 1 | DOI: 10.17632/4ght2d5pb2.1
Contributors:
, , Description
This repository holds processed data and the codes to reproduce the results of the paper "Localized Risk Factors: Performance Differentials Between State-Level and US Factor Models" by Oliver Budras, Maik Dierkes, and Florian Sckade. Please refer to the README of this repository for a walkthrough of the reproduction of the paper's results.
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Institutions
Leibniz Universitat Hannover
Categories
Finance, Asset Pricing