Andrade, Ekponon, Jeanneret JFE replication files

Published: 8 July 2022| Version 1 | DOI: 10.17632/rpy5fyt8c6.1
Contributors:
Sandro Andrade, Alexandre Jeanneret

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

Licence