The current repository contains the Main Document and the Web Appendix of my thesis.
The tables of the thesis are completely reproducible.
I have already a private repository with every script file and the volatility series used in the thesis. Please send to me your github username (or create an account easily for free), and let me know your username to provide the relevant access, if interested.
Note: In the early stages, the first co-reader was Elvira Sojli who also shared valuable feedback.