Fed Information Effects: Evidence form the Equity Term Structure

This document details the estimation of the main variables and the code to replicate tables and figures in the paper “Fed Information Effects: Evidence from the Equity Term Structure” by Benjamin Golez and Ben Matthies.本说明文档详细阐述了Benjamin Golez与Ben Matthies所撰写的论文《美联储（Fed）信息效应：来自股权期限结构的证据》中核心变量的估算方法，以及可复现该论文所有表格与图表的代码。