This page contains replication data and code for the articles published in the Review of Economics and Statistics. Please notice that most articles in volumes previous to volume 92 were not subject to the journal's data availability policy.
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39,611 to 39,620 of 39,647 Results
Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Sep 16, 2010
Pedro Santa-Clara; Shu Yan, 2010, "Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options", https://doi.org/10.7910/DVN/9QM7KX, Harvard Dataverse, V1
marcovariables.txt
Sep 16, 2010 - Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Plain Text - 10.4 KB - MD5: 375f22cff25f754d775552327b79c01d
Data
Macroeconomic variables data file
ml_102_public.m
Sep 16, 2010 - Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Plain Text - 15.6 KB - MD5: d4442382891808230dce6a175b3062d7
Program
Matlab programs for maximum likelihood estimation of the SVSJ model
ml_out_public.m
Sep 16, 2010 - Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Plain Text - 6.0 KB - MD5: c89d99e7a8917c67d7f13594ac71f636
Program
Matlab programs to generate outputs for the paper
ml_price_public.m
Sep 16, 2010 - Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Plain Text - 6.3 KB - MD5: f8c481613ed4053bf074576514827aad
Program
Matlab programs to compute option prices
README.txt
Sep 16, 2010 - Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Plain Text - 4.4 KB - MD5: 928695b6abf49db0a615ae519e6a7c88
Readme
Description of the files
returns&options.txt
Sep 16, 2010 - Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Plain Text - 81.0 KB - MD5: 088545dea5b5a6398a518531927ae23b
Data
Returns and options data file
yzofsvsjmodel.txt
Sep 16, 2010 - Replication data for: Crashes, Volatility, and the Equity Premium: Lessons from S&P500 Options
Plain Text - 6.8 KB - MD5: 095229230b7740124798bedcd1fc95dd
Data
Estimated state variables Y and Z for the SVSJ model
Replication data for: Daughters and Left-Wing Voting
Aug 30, 2010
Nattavudh Powdthavee; Andrew J. Oswald, 2010, "Replication data for: Daughters and Left-Wing Voting", https://doi.org/10.7910/DVN/52DR9T, Harvard Dataverse, V1
estimation of the effects of daughters on voting behaviours (Step 4).do
Aug 30, 2010 - Replication data for: Daughters and Left-Wing Voting
Stata Syntax - 7.1 KB - MD5: e65e02dab183347d6156ace689d51cd9
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