Data for: The Great Depression and the Great Recession: A View from Financial Markets

Published: 31 March 2020| Version 1 | DOI: 10.17632/bb9wghzdtr.1
Contributor:
Francesco Bianchi

Description

Variables used in the MS-VAR: {1}='Excess return'; {2}='Term Yield spread'; {3}='Price Earnings ratio'; {4}='Value spread';

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