The Global Factor Structure of Exchange Rates Code & Data
Published: 26 January 2023| Version 1 | DOI: 10.17632/24795594tj.1
Replication code and data for "Global Factor Structure of Exchange Rates"
Steps to reproduce
File main/FinalVersion/script_complete.m runs everything from scratch and provides the pdf with plots and tables replicating all results in the paper
Universite de Geneve, Boston University