Replication Data for: International Portfolio Choice with Frictions: Evidence from Mutual Funds

This is the replication package for the article titled "International Portfolio Choice with Frictions: Evidence from Mutual Funds", by P. Bacchetta, S. Tièche and E. van Wincoop. The replication package is composed of: - the pseudo-data sample - empty folders (folders "figures", "tables", and in some subfolders of folder "data") to show our folder organization to the reader - datastream requests to download the variables we use (MSCI, interest rates, exchange rates) - python codes to clean the downloaded files from datastream - Stata codes to clean, transform the data and eventually produce the main results - the Matlab code to produce table 5 - and the MASTER file that runs all Stata do-files sequentially to produce the results. + a README file containing additional information