The Global Factor Structure of Exchange Rates Code & Data

Published: 26 January 2023| Version 1 | DOI: 10.17632/24795594tj.1
Contributors:
Sofonias Korsaye, Fabio Trojani, Andrea Vedolin

Description

Replication code and data for "Global Factor Structure of Exchange Rates"

Files

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

Institutions

  • Universite de Geneve
  • Boston University

Categories

Finance

Licence