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A Credit-Based Theory of the Currency Risk Premium

Mendeley Data2026-04-18 收录

货币风险溢价

信用风险模型

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https://data.mendeley.com/datasets/fzz8g9757k 数据链接链接失效反馈

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资源简介：

Codes to reproduce results in the "A Credit-Based Theory of the Currency Risk Premium" published paper.

应用场景：

创建时间：

2023-06-06

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A Credit-Based Theory of the Currency Risk Premium

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Codes to reproduce results in the "A Credit-Based Theory of the Currency Risk Premium" published paper.

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

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