The dataset that was used in Kostakis et al (2015), containing a range of financial variables.
Date: year-month-date
DE: dividend payout ratio
LTY: long-term yield
DY: dividend yield
DP: dividend-price ratio
TBL: T-bill rate
EP: earnings-price ratio
BM: book-to-market value ratio
INF: inflation rate
DFY: default yield spread
NTIS: net equity expansion
TMS: term spread
Ret: S&P 500 value-weighted log excess returns
kms_quarterly
A data.frame with 13 variables and 345 observations.
https://drive.google.com/open?id=1FdT2STHO2Lnlweom4AwICVf-rpVMfgV4