Data to construct the industry-specific and macroeconomic variables,including the consumer price index, GDP growth, interest rates for the 10-year Note and the 6-month T-Bill, Total bank assets, and stock marketcapitalization were downloaded from U.S. Government Web sites, such asthe U.S. Department of Commerce: Bureau of Economic Analysis (GDPchange and GDP Price Deflator) and Federal Reserve Economic Data(Commercial Bank Assets).
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