Andrade, Ekponon, Jeanneret JFE replication files
Published: 8 July 2022| Version 1 | DOI: 10.17632/rpy5fyt8c6.1
Contributors:
Sandro Andrade, Description
Matlab and Stata files for "Sovereign Risk Premia and Global Macroeconomic Conditions" (Journal of Financial Economics)
Files
Steps to reproduce
Main source: Datastream (EMBI Global data)
Institutions
University of Liverpool Management School, University of Miami, University of New South Wales
Categories
International Finance, Asset Pricing