Replication code for "Currency Risk Premiums Redux", by Nucera, F., Sarno, L. and Zinna, G., Review of Financial Studies, forthcoming
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下载链接：
https://doi.org/10.7910/DVN/AA3EFB
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资源简介：
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).
创建时间：
2023-06-12
