Data for: A Re-examination of the Predictability of Stock Returns and Cash Flows via the Decomposition of VIX

Data for: A Re-examination of the Predictability of Stock Returns and Cash Flows via the Decomposition of VIX

The R scripts and related data files needed for empirical analysis for this paper are included in the zip-file.

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Bibliographische Detailangaben
1. Verfasser: Yun, Jaeho
Format: Dataset
Sprache:eng
Schlagworte:
Empirical Finance
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Beschreibung
Zusammenfassung:The R scripts and related data files needed for empirical analysis for this paper are included in the zip-file.
DOI:10.17632/dwdyf4jz7d