readme.gmo.txt
Creators:
Antonio F. Galvao
;
Gabriel Montes-Rojas
;
Jose Olmo
From the dataset abstract
This paper proposes an empirical asset pricing test based on the homogeneity of the factor risk premia across risky assets. Factor loadings are considered to be dynamic and estimated from...
Source: Tests of asset pricing with time‐varying factor loads (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/49ad7136-289d-4cca-adff-50b09bb57f5b/resource/fa32854f-146c-4d6b-ad08-3cd27909d5a1/download/readme.gmo.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
