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Data and Variables

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Jul 16, 2020

08a9c71 · Jul 16, 2020

Name		Name	Last commit message	Last commit date
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Dataset Download.py		Dataset Download.py	Add files via upload	Jul 14, 2020
Fama-Bliss.csv		Fama-Bliss.csv	Add files via upload	Jul 14, 2020
Notation of Bond Return.pdf		Notation of Bond Return.pdf	Add files via upload	Jul 16, 2020
Readme.md		Readme.md	Update Readme.md	Jul 14, 2020
bond data.csv		bond data.csv	Add files via upload	Jul 14, 2020
econ_data_final_revised.csv		econ_data_final_revised.csv	Add files via upload	Jul 14, 2020
econ_data_real_time.csv		econ_data_real_time.csv	Add files via upload	Jul 14, 2020

Readme.md

Data Sources

Bond Data: Fama-Bliss Dataset (WRDS-CRSP)

Macroeconomic Data: ALFRED; fredapi