kms_quarterly: KMS Quarterly data
In ivx: Robust Econometric Inference
Description
Usage
Format
Source
Description
The dataset that was used in Kostakis et al (2015), containing
a range of financial variables.
Date: year-month-date
DE: dividend payout ratio
LTY: long-term yield
DY: dividend yield
DP: dividend-price ratio
TBL: T-bill rate
EP: earnings-price ratio
BM: book-to-market value ratio
INF: inflation rate
DFY: default yield spread
NTIS: net equity expansion
TMS: term spread
Ret: S&P 500 value-weighted log excess returns
Usage
1
Format
A data.frame with 13 variables and 345 observations.
Source
https://drive.google.com/open?id=1FdT2STHO2Lnlweom4AwICVf-rpVMfgV4
ivx documentation built on Nov. 27, 2020, 5:09 p.m.
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Description Usage Format Source
Description
The dataset that was used in Kostakis et al (2015), containing a range of financial variables.
Date: year-month-date
DE: dividend payout ratio
LTY: long-term yield
DY: dividend yield
DP: dividend-price ratio
TBL: T-bill rate
EP: earnings-price ratio
BM: book-to-market value ratio
INF: inflation rate
DFY: default yield spread
NTIS: net equity expansion
TMS: term spread
Ret: S&P 500 value-weighted log excess returns
Usage
1 |
Format
A data.frame with 13 variables and 345 observations.
Source
https://drive.google.com/open?id=1FdT2STHO2Lnlweom4AwICVf-rpVMfgV4
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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