Data for: A Re-examination of the Predictability of Stock Returns and Cash Flows via the Decomposition of VIX

Published: 18 October 2019| Version 1 | DOI: 10.17632/dwdyf4jz7d.1
Contributor:
Jaeho Yun

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The R scripts and related data files needed for empirical analysis for this paper are included in the zip-file.

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Empirical Finance

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