Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds

Published: 21 September 2022| Version 1 | DOI: 10.17632/wmdzv5bksf.1
Contributors:
Drew Creal, Mikhail Chernov, Peter Hordahl

Description

These files include data and the Matlab replication codes that report the results in the paper. The data are recorded in Matlab files. There is also a read-me file describing which files replicate which Tables and Figures.

Files

Categories

International Economics, Exchange Rate, Term Structure of Interest Rates

Licence