1. Data file for daily data used for the regressions in Figure 7 is titled "daily_dta_toJMCB". 
The commands for these regressions are in the do-file titled "Daily_commands_toJMCB".

2.Data file for daily data used for the regressions in Figure 8 is titled "weekly_dta_toJMCB". 
The commands for these regressions are in the do-file titled "Weekly_commands_toJMCB".


2.Data file for monthly data used for the regressions in Tables 1-4 is titled "Monthly_dta_toJMCB". 
The commands for these regressions are in the do-file titled "Monthly_commands_toJMCB".

Please note that the path denoted in each do-file needs to be amended to the C drive of the person who would run the do-files. 
