Covered Interest Parity: A Forecasting Approach to Estimate the Neutral Band

Data and codes for replicating results in "Covered Interest Parity: A Forecasting Approach to Estimate the Neutral Band". Start in the "Readme" file.本数据集包含用于复现《抵补利率平价（Covered Interest Parity）：估计中性区间的预测方法》一文研究结果的数据与代码。请从Readme文件开始操作。