Data & Code

Data & Code

Monthly Sovereign Bond Excess Returns

Monthly sovereign bond excess returns, updated monthly from 1995 onward.

Source: Nicola Borri and Adrien Verdelhan, Sovereign Risk Premia.

Excel file

Replication and Code

This page will collect public replication packages, code, and datasets associated with my research. Large datasets should live in stable external repositories and be linked here rather than committed directly to the website repository.

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