cl-returndata.txt
Creators:
Christian Conrad
;
Karin Loch
From the dataset abstract
We investigate the relationship between long-term US stock market risks and the macroeconomic environment using a two-component GARCH-MIDAS model. Our results show that macroeconomic...
Source: Anticipating Long-Term Stock Market Volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/86dd4d12-0687-4f5a-b6a2-1bad7656c2a5/resource/4cbb5385-6ef0-4f9f-adec-480148e6057f/download/cl-returndata.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
