oecd-icio

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JARODVE997 / economic-linkages-global-equity

Does the OECD production network predict equity returns once country and sector are controlled for? An answer that depends on the numeraire, with a process log of the defects found auditing the study's own repairs.

python reproducible-research quantitative-finance multiple-testing asset-pricing fama-macbeth crsp compustat wrds production-networks newey-west equity-returns oecd-icio

Updated Sep 2, 2026
Python

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