Currency Returns and FX Dealer Balance Sheets
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https://data.mendeley.com/datasets/79sz6s8v6d
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资源简介：
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’
创建时间：
2021-10-22
