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Historical Data: International monthly government bond returns
Academics and research analysts in financial economics frequently use returns on government bonds for their empirical analyses. In the United States, government bonds are also... -
Data: Historical returns of the market portfolio
This data file contains the annual weights and returns of the global invested multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2019) "Historical returns of the... -
Data update: The Global Multi-Asset Market Portfolio, 1959–2012
This dataset contains the annually updated global multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2014). The latest update contains data until 31 December 2023. The... -
Data: Factor models for Chinese A-shares
This file contains the monthly returns of the Chinese A-share equity factor series (2000-2019) used in Hanauer, Jansen, Swinkels, Zhou (2022). This entry is a two-file data... -
Replication package for "Existence of the Wealth-Consumption Ratio in Asset P...
The paper provides conditions on how to show existence and uniqueness in modern asset pricing models. The replication package provides codes for computing the conditions for a...
