Country portfolio nominal:
Country portfolios for nominal variables underlying Table 2 of the paper.

Country portfolio real:
Country portfolios for real variables underlying Table 3 of the paper.


Double sorts nominal:
Double-sorted country portfolios for nominal variables underlying Table 5 and Table A.2 in the Internet Appendix.


Double sorts real:
Double-sorted country portfolios for real variables underlying Table 5 and Table A.2 in the Internet Appendix.

