Replication package for "Aggregate Lapsation Risk" by Koijen, Lee, and Van Nieuwerburgh

Description

This replication package includes the necessary code and data to generate the Tables and Figures in the "Aggregate Lapsation Risk" paper by Koijen, Lee, and Van Nieuwerburgh, forthcoming in the Journal of Financial Economics. In compliance with the Data and Code Sharing Policy of the JFE, we provide pseudo data for the proprietary Firm Database and the licensed S&P Global Market Intelligence SNL data to ensure our codebase runs successfully.

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