Deviations from Covered Interest Parity: The role played by fundamentals, financial and political turmoils and market frictions.

Published: 12 June 2019| Version 1 | DOI: 10.17632/hsx3ztsy8w.1
Contributor:
Emerson Marçal

Description

Here you can find codes and data necessary to replicate the results of the paper.

Files

Steps to reproduce

Use Oxmetrics 7.0 to run the files. Run each file with extension fl in Ox and obtain the results.

Institutions

Fundacao Getulio Vargas Escola de Economia de Sao Paulo

Categories

Interest Rates, Open Economy Macroeconomics

Licence