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