Fed Information Effects: Evidence form the Equity Term Structure

Published: 28 November 2024| Version 1 | DOI: 10.17632/jcm2czdjfh.1
Contributor:
Benjamin Golez

Description

This document details the estimation of the main variables and the code to replicate tables and figures in the paper “Fed Information Effects: Evidence from the Equity Term Structure” by Benjamin Golez and Ben Matthies.

Files

Institutions

University of Notre Dame

Categories

Finance, Monetary Policy

Licence