These codes help extract the expected returns and dividend growth using the approach of Koijen and Van Binsbergen (2012) in the Journal of Finance. This code runs on the ox console available for free download here: https://www.doornik.com/products.html
-
Notifications
You must be signed in to change notification settings - Fork 0
Dooruj/State-Space-Models-Koijen-and-Van-Binsbergen-2010-
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published