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Code and data files for "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"

Author

Listed:
  • Jianfeng Yu

    (University of Minnesota)

Programming Language

Matlab

Abstract

Code and data to replicate the results of the article.

Suggested Citation

  • Jianfeng Yu, 2012. "Code and data files for "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"," Computer Codes 10-230, Review of Economic Dynamics.
    • Handle: RePEc:red:ccodes:10-230
    as

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    File URL: https://red-files-public.s3.amazonaws.com/codes/10/10-230/readme.txt
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    File URL: https://red-files-public.s3.amazonaws.com/codes/10/10-230/Coherency_RED_Final.zip
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    More about this item

    Keywords

    Matlab;

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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