2026-10-12T20:01:11Z https://data.mendeley.com/oai

oai:data.mendeley.com/79sz6s8v6d.1 2021-10-22T09:26:33Z

Reitz, Stefan Currency Returns and FX Dealer Balance Sheets Mendeley Data The R-file main.R contains the code and brief descriptions for replicating the results represented in the tables in the text as well as the appendix. Please adjust directories. The code in the 'main.R' file accesses auxiliary functions summarized in the file ‘Functions.R’. The necessary data is included in ‘Returns84.csv’, ‘Returns96.csv’, ‘BilateralReturns.csv’, and ‘HKMportfoliosQ.csv’ International Finance Asset Pricing Dataset doi:10.17632/79sz6s8v6d.1 oai:data.mendeley.com/79sz6s8v6d.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/79sz6s8v6d 2021-10-22T09:26:33Z