Can Time-Varying Currency Hedging Explain Exchange Rates?
Published: 23 July 2026| Version 1 | DOI: 10.17632/syww5k8n8r.1
Contributors:
Leonie Braeuer, Description
This replication package accompanies the paper “Can Time-Varying Currency Hedging Explain Exchange Rates?” by Leonie Bräuer and Harald Hau. It contains the Python and Stata code used to construct the analysis datasets, generate the figures and non-regression tables, and estimate the regressions reported in the paper and its online appendix. TDetailed information on the folder structure, data sources, execution order, and data-access requirements is provided in the README file.
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International Finance