exchange rates, uncovered interest parity and time-varying fama regressions (replication data)

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.

Data and Resources

readme.flh.txt .txt Popular
This readme file explains the use of data files and the associated matlab...
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Exchange rates, uncovered interest parity and time-varying Fama regressions (replication data).zip .zip Popular
AllDate.xlsx contains all data needed to replicate results in the paper: 1st...
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Suggested Citation

Fu, Bowen; Li, Mengheng; Haque, Qazi (2024): Exchange rates, uncovered interest parity and time-varying Fama regressions (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2024338.0400887208