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REVERSE REGRESSIONS AND LONG-HORIZON FORECASTING (replication data)
Long-horizon predictive regressions in finance pose formidable econometric problems when estimated using available sample sizes. Hodrick in 1992 proposed a remedy that is based... -
THE GROWTH AFTERMATH OF NATURAL DISASTERS (replication data)
This paper traces the yearly response of gross domestic product growth-both aggregated and disaggregated into its agricultural and non-agricultural components-to four types of... -
EURO CORPORATE BOND RISK FACTORS (replication data)
This paper investigates the determinants of credit spread changes in euro-denominated bonds. We adopt a factor model framework, inspired by the credit risk structural approach,...
