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