Replication Data: Reaching for Yield and the Housing Market – Evidence from 18th-Century Amsterdam
Creators:
Matthijs Korevaar
Publication Date:
2023-04-05
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Reaching for Yield and the Housing Market: Evidence from 18th-Century Amsterdam" (Korevaar, 2023, Journal of Financial Economics). It includes historical transaction and rental yield data from the Amsterdam housing market in the 18th century, used to examine how low interest rate environments drive investors to reach for yield by increasing their exposure to riskier assets such as real estate, drawing parallels to modern housing market dynamics.
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