SovereignRiskMutualFunds Replication

Published: 13 September 2023| Version 1 | DOI: 10.17632/3xyws3gxnk.1
Nathan Converse,


This folder contains Stata .do files that generate the figures and tables included in the main text of the paper "Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios" by Nathan Converse and Enrico Mallucci It is recommended that the files be run using the batch file, however, the files can also be run individually if the file paths are modified appropriately within each file. The dataset on which these files run can be provided on request to researchers who have purchased access to the monthly "Portfolio Allocations" and "Fund Flows" dataset published by the commerical data provider EPFR.



Economics, International Finance