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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.

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Cite this as

Michael Pinelis, David Ruppert (2024). Dataset: Macroeconomic and Financial Variables. https://doi.org/10.57702/6yxxw6ld

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Additional Info

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Created December 16, 2024
Last update December 16, 2024
Defined In https://doi.org/10.48550/arXiv.2003.00656
Author Michael Pinelis
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David Ruppert
Homepage https://arxiv.org/abs/2003.03445