Data used in "Finance and Macroeconomic Volatility"
by Denizer, Iyigun, and Owen
Contributions to Macroeconomics, 2002, 2(1)
Click here to download a Stata data set (in zipped format)
Click here to download an asc ii file (in zipped format)
For a more complete description of the data, see the data description portion of the paper.