Data for: Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia

Published: 11 July 2023| Version 1 | DOI: 10.17632/yzvn65kbpj.1
Contributors:
Martha Lopez,

Description

The sheet 2022 contains the variables used for the regresion analysis. The do.files are the program files for replicating the paper

Files

Steps to reproduce

In the Acciones_EMFT.do file in stata load the data that is in excel and run the baseline regression and the corresponding diagnostics as indicated in the do.file. After that run the Robustness exercises

Categories

Empirical Finance

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