Data and Code for Pension Fund Flows, Exchange Rates, and Covered Interest Rate Parity

Published: 21 March 2025| Version 1 | DOI: 10.17632/jdd9wbnyk6.1
Contributors:
Felipe Aldunate, Zhi Da, Borja Larrain, Clemens Sialm

Description

This code and data replicates the analyses in "Pension Fund Flows, Exchange Rates, and Covered Interest Rate Parity" by Felipe Aldunate, Zhi Da, borja Larraín, and Clemens Sialm.  Please see the "Read Me" file before using it. Note that pseudo data was generated for the proprietary datasets.

Files

Steps to reproduce

Please refer to the Readme file for details.

Institutions

Pontificia Universidad Catolica de Chile, Universidad de los Andes ESE Escuela de Negocios, Notre Dame University, University of Texas at Austin

Categories

Finance, Financial Economics

Licence