On the role of interest rate differentials in the dynamic asymmetry of exchange rates

Published: 5 October 2023| Version 1 | DOI: 10.17632/545c5vwgrb.1
Contributor:
Julien Hambuckers

Description

Data and code to replicate the main results in Hambuckers and Ulm (2023, Economic modelling) : On the role of interest rate differentials in the dynamic asymmetry of exchange rates

Files

Institutions

Universite de Liege

Categories

Finance, Econometrics

Licence