Are FX Communications Effective? Evidence from Emerging Markets

Published: 18 September 2023| Version 1 | DOI: 10.17632/r4d8dcnwyn.1
Contributors:
Andrés Sánchez Jabba, Julian Parra-Polania,

Description

These files provide the data and code that underlie the empirical analysis of our paper. Data for CDS, VIX, GBI, and PCOMM can be accessed through Bloomberg. Data for international reserves (IR) in Colombia is not publicly available and can be requested to the Central Bank of Colombia.

Files

Steps to reproduce

Follow steps in attached text file containing our code (FXI_COMMUNICATIONS_CODE).

Institutions

Banco de la Republica de Colombia

Categories

Event Study, Exchange Rate, Foreign Exchange, Policy of Central Banks

Licence