Global Factor Premiums_dataset with raw data series

This dataset contains Raw data series used in Figure 1, Table 2, and Table 4 from Baltussen, Swinkels, and Van Vliet (2021; "Global factor premiums", Journal of Financial...本数据集收录了Baltussen、Swinkels及Van Vliet于2021年在《Journal of Financial...》发表的论文《全球因子溢价》(Global factor premiums)中，用于图1、表2与表4的原始数据序列。