Exchange rates, uncovered interest parity and time-varying Fama regressions (replication data)

DOI

This online resource accompanies the Journal of Applied Econometrics article "Exchange Rates, Uncovered Interest Parity And Time-Varying Fama Regressions" by Bowen Fu, Mengheng Li and Qazi Haque. The .zip file contains data files and matlab codes that produce key results. The .txt readme file explains how to use and load the data files with the accompanying codes.

Identifier
DOI https://doi.org/10.15456/jae.2024338.0400887208
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:781520
Provenance
Creator Fu, Bowen; Li, Mengheng; Haque, Qazi
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2024
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics