首页/数据集/Replication Code for: Persistent Crises and Levered Asset Prices

Replication Code for: Persistent Crises and Levered Asset Prices

NIAID Data Ecosystem2026-03-14 收录

资产定价

金融危机建模

数据链接：

https://doi.org/10.7910/DVN/1OV9LM 数据链接链接失效反馈

官方服务：

资源简介：

These files are MATLAB 2021b files to replicate the model in Persistent Crises and Levered Asset Prices.

应用场景：

创建时间：

2022-12-06

资产定价

风险管理

"Risk management" in securities markets refers to the oversight of portfolio managers and professional traders when they trade on behalf of investors in security markets. Monitoring of their trading p

NBER2006-03-01 更新110

Fama-MacBeth first-stage time-series regression data

资产定价

金融经济学

This file includes 3 excels on Fama-MacBeth first-stage time-series regression data. The first excel includes portfolios “s1b1”-“s1b5” and “s2b1”-“s2b5”; the second excel includes portfolios “s3b1”-“s

DataCite Commons2020-09-02 更新90

Replication Data for: Idiosyncratic Volatility and the ICAPM Covariance Risk

金融计量学

资产定价

Replication package for \"Idiosyncratic Volatility and the ICAPM Covariance Risk\" (accepted for publication in JFQA in 2025)

DataONE2025-06-16 更新50

Replication Data for: Equity Return Predictability with the ICAPM

金融

资产定价

The zipped file contains the Python code and data to replicate the results reported in the paper and the internet appendix.

Mendeley Data2024-03-27 更新110

Data for: The cross-section of returns in frontier equity markets: Integrated or segmented pricing?