Replication: Common Shocks in Stocks and Bonds
A class project to replicate the work of Anna Cieslak and Hao Pang's 2021 paper, Common Shocks in Stocks and Bonds
Various work that is not destined to become papers.
A class project to replicate the work of Anna Cieslak and Hao Pang's 2021 paper, Common Shocks in Stocks and Bonds