Data and code for "Equity duration and predictability"

Published: 29 May 2025| Version 1 | DOI: 10.17632/fp6fryn7h3.1
Contributor:
Benjamin Golez

Description

This folder contains data and code from the replication package of the paper "Equity duration and predictability'' by Benjamin Golez and Peter Koudijs.

Files

Institutions

  • New York University
  • University of Notre Dame
  • Erasmus Universiteit Rotterdam Finance Group

Categories

Finance

Licence