amonninger / eppcovid19

ProjectABM - REMARK

This directory contains code to reproduce figures and tables of the paper [Equity Premium Puzzle, Expectations, and Covid-19: Evidence from Germany] by Adrian Monninger, and the LaTeX source to produce the paper once the figures have been created.

Code

Due to Data restrictions, figures and tables can only be produced locally with access to Data. Nevertheless, stata codes for tables and python code for distribution estimations can be found in folder Code.

Reproduce the figures and compile the paper locally using nbreproduce

1. Install nbreproduce
2. Download this repository using git clone https://github.com/AMonninger/CompMethods2021-MonningerAB or a zip folder using this link.
3. Execute nbreproduce from the command line.

Paper

The paper can be generated by compiling the LaTeX file ProjectABM.tex using a standard distribution of LaTeX like TeXLive or Overleaf.