Liquidity Return, Global Risk, Exchange Rates, and the Scapegoat Effect
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资源简介：
Data files and Matlab code files required for the replicaion of the results in Liquidity Return, Global Risk, Exchange Rates, and the Scapegoat Effect at Economic Modelling.
README file_Park.pdf contains detailed instructions relevant for the replication of the paper.
README file_Appendix_Park.pdf contains detailed instructions relevant for the replication of the appendix of the paper.
readme.txt in Bai_Perron test contains detailed instructions relevant for the Bai & Perron test
创建时间：
2025-08-25
