Dataset utilizado para artigo tutorial como requisito parcial e final para aprovação na disciplina Métodos Quantitativos Aplicados à Contabilidade e Finanças do Programa de Mestrado Profissional em Co
Recent studies suggest that the conditional CAPM might hold, period-by-period, and that time-varying betas can explain the failures of the simple, unconditional CAPM. We argue, however, that significa
This replication package accompanies the paper titled The Leading Role of Bank Supply Shocks. It includes all necessary code and synthetic datasets to reproduce the core results and robustness checks,