Data · dataset · 2025
Global Factor Premiums_dataset with raw data series
Listed in IISH Dataverse
This dataset contains Raw data series used in Figure 1, Table 2, and Table 4 from Baltussen, Swinkels, and Van Vliet (2021; "Global factor premiums", Journal of Financial Economics).
Description
IMPORTANT: This data has been generated with the financial support of Erasmus University Rotterdam and Robeco Asset Management. Please quote the aforementioned study when using of the data.
When using the data for commercial purpose or in commercial outings of any form explicit consent from the authors is required.
Links
Where it is published
- Dataverse dataset page dataverse.nl/dataset.xhtml?persistentId=doi%3A10.34894%2FH7Y5UQ ↗
landing page · from datasets iisg amsterdam
- DOI doi.org/10.34894/h7y5uq ↗
DOI / persistent id · from datasets iisg amsterdam
Catalogue records · 1
- Dataverse API dataverse.nl/api/datasets/:persistentId/?persistentId=doi%3A10.34894%2FH7Y5… ↗
metadata API · from datasets iisg amsterdam
Topics
- Stated by source
- Other
- From keywords
- Economics & Finance · Financial economics
- Inferred from text
- Tabular 65%
Provenance · 1 source records, 10 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| IISH Dataverse | doi:10.34894/H7Y5UQ | 13 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].anzsrc:field:380107 | mapping · datasets iisg amsterdam | vocabulary-mapper@1.0.0 | keywords['Financial Economics'] |
| concepts[field].dataverse_subject:other | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[field].local:field:economics-finance | mapping · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /subjects |
| concepts[modality].local:modality:tabular | enrichment · datasets iisg amsterdam | keyword-concept-rules@1.0.0 | title+description (65%) |
| created_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| description | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /description |
| publication_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| title | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | /name |
| updated_date | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 | |
| version_label | source · datasets iisg amsterdam | connector:datasets_iisg_amsterdam@1.0.0 |