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://jda-test.zbw.eu/dataset/78be9ae6-da1c-4b06-84d6-875d21c05a14/resource/e2a2f2e5-d67e-49af-9cf4-01f8da2b8b72/download/cl-returndata.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
