Data and Code for "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility"

This data and code reproduces all Tables and Figures for the paper "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility" in the Journal of Financial Economics by Jules

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Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility

Using a panel of international government bond data, I construct fixed income portfolios that match the duration of the dividend strips of the corresponding local aggregate stock market index. I find

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Replication Data for "Duration-Based Valuation of Corporate Bonds"

Replication Data for "Duration-Based Valuation of Corporate Bonds" 2024年3月15日 - Review of Financial Studies Dataverse Binsbergen, Jules H.; Nozawa, Yoshio; Schwert, Michael, 2024, "Replication Data fo

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