Dataset Groups Activity Stream Macroeconomic and Financial Variables The dataset used in this paper is a list of macroeconomic and financial variables used to forecast excess returns and volatility. BibTex: @dataset{Michael_Pinelis_and_David_Ruppert_2024, abstract = {The dataset used in this paper is a list of macroeconomic and financial variables used to forecast excess returns and volatility.}, author = {Michael Pinelis and David Ruppert}, doi = {10.57702/6yxxw6ld}, institution = {No Organization}, keyword = {'book-to-market ratio', 'dividend yield', 'earnings-price ratio'}, month = {dec}, publisher = {TIB}, title = {Macroeconomic and Financial Variables}, url = {https://service.tib.eu/ldmservice/dataset/macroeconomic-and-financial-variables}, year = {2024} }
