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Harvard Dataverse
Dataset . 2023
License: CC 0
Data sources: Datacite
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Replication code for "Currency Risk Premiums Redux", by Nucera, F., Sarno, L. and Zinna, G., Review of Financial Studies, forthcoming

Research datakeyboard_double_arrow_right Dataset 01 Jan 2023Embargo end date: 12 Jun 2023Publisher:Harvard Dataverse
Authors: SARNO, LUCIO;

doi: 10.7910/dvn/aa3efb

Replication code for "Currency Risk Premiums Redux", by Nucera, F., Sarno, L. and Zinna, G., Review of Financial Studies, forthcoming

Abstract

Matlab codes that replicate Tables 1, 2 and 3 of the main text, in addition to Figures 1, Figure 2 (numerical output, no actual figure), Figure 3, Figure 4, Figure 5 (numerical output and simplified version).

Related Organizations
Keywords

FOS: Economics and business, Business and Management, Social Sciences

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 0
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Average
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Average
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
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Found an issue? Give us feedback
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average