Links to code and data
- On the timing and pricing of dividends.
- Health and mortality delta: Assessing the welfare cost of household insurance choice.
- Shadow insurance.
- Financial health economics.
- The cost of financial frictions for life insurers.
- On the timing and pricing of dividends: Reply.
- Update carry returns for the international factors and commodities (until December 2017).
Data on dividend futures are proprietary, but send an email in case you are interested and we can refer you to get access:
- Equity yields.
- The term structure of returns: Facts and theory.