Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets
Published: 30 April 2024| Version 1 | DOI: 10.17632/mkm2z8p6gf.1
Contributors:
Ilias Filippou, Thomas Maurer, Luca Pezzo, Mark TaylorDescription
Matlab codes and data to generate the results of the paper "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets." We are not allowed to publicly share all data that is required to generate the results. We provide simulated data instead so that it is still possible to run the codes. The README file contains detail descriptions.
Files
Categories
Transaction Cost, Foreign Exchange