This directory contains the programs and data for Ioannidis and Ka "Economic Policy Uncertainty and Bond Risk Premia." 

atsm.m will call all the data and invoke all the other programs as needed. 
atsm.bs will produce Figure 4-5 (factor loading with bootstrap confidence interval).
tables.wf1 will produce all the tables reported but table 8 made by table_8.m.


