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Code and data files for "Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models"
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Jianfeng Yu: University of Minnesota
Computer Codes from Review of Economic Dynamics
Code and data to replicate the results of the article.
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Downloads: (external link) http://www.EconomicDynamics.org/codes/10/10-230/readme.txt (text/plain) http://www.EconomicDynamics.org/codes/10/10-230/Coherency_RED_Final.zip
Related works: Journal Article: Using Long-Run Consumption-Return Correlations to Test Asset Pricing Models (2012) This item may be available elsewhere in EconPapers: Search for items with the same title.
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Persistent link: http://EconPapers.repec.org/RePEc:red:ccodes:10-230
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