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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
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2025-08-25
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