ERP Prediction_Datasets & Codes

Published: 7 July 2025| Version 1 | DOI: 10.17632/pxytntr5h3.1
Contributor:
Rajdeep Sharma

Description

Contains datasets and codes used for empirical analysis in the paper "Predicting Equity Risk Premium: Conditioning Forecasts on Economic Uncertainty". Also contains a README pdf file that provides a summary of the datasets and codes used in the paper and an Excel file with a description of variables.

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Categories

Financial Forecasting, Asset Pricing, Economic Uncertainty, Empirical Finance

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