Data and Program Files for "Measuring Macroeconomic Tail Risk"

Published: 27 March 2024| Version 2 | DOI: 10.17632/4h62p9tdfx.2
Contributor:
Julien Penasse

Description

Data and Program Files for "Measuring Macroeconomic Tail Risk" Roberto Marfè and Julien Pénasse, Journal of Financial Economics.

Files

Institutions

  • Universite du Luxembourg
  • Collegio Carlo Alberto

Categories

Database Replication

Licence