arpitrage / Dividend_StripLinks
Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburgh
☆22Updated 4 years ago
Alternatives and similar repositories for Dividend_Strip
Users that are interested in Dividend_Strip are comparing it to the libraries listed below
Sorting:
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 5 years ago
- ☆41Updated 7 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.☆54Updated last year
- Advanced Financial Econometrics - Trinity Term 2020☆32Updated 4 years ago
- Macro with Python☆54Updated 4 years ago
- A curated list of Vector Autoregression resources☆62Updated 2 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Updated 5 years ago
- A repository for TA sessions of a Quantitative Macroeconomics PhD course at Bocconi University. Some non-related but neighboring material…☆38Updated 4 years ago
- Replication of momentum strategy☆20Updated 3 years ago
- Calibrate, estimate and analyze linearized DSGE models.☆35Updated 8 months ago
- Covariance Matrix Estimation via Factor Models☆38Updated 6 years ago
- Resources for a PhD class module focused on anomalies.☆19Updated last year
- Accompaniment to nowcasting benchmark paper, illustrating how to estimate each of the methods examined in either R or Python.☆60Updated 2 years ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- PhD 403: Empirical Asset Pricing☆28Updated 7 years ago
- ☆109Updated 4 years ago
- Python modules for time-series analysis and empirical asset pricing.☆18Updated 5 years ago
- R package for Bayesian Vector Autoregression☆31Updated 5 years ago
- Granular instrumental variables, using Gabaix and Koijen paper (2020)☆20Updated 3 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- Replication of key GARCH model papers☆37Updated 9 years ago
- ☆34Updated 6 months ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated last year
- 2018-2019 Quantitative Macroeconomics, UAB☆77Updated 6 years ago
- A collection of tools for working with DSGE models in python, inspired by the R package gEcon☆35Updated 4 months ago
- Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andre…☆35Updated last year
- ☆52Updated 3 months ago
- ☆19Updated 6 years ago