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

Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)

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Title Replication Data for: International Portfolio Choice with Frictions: Evidence from Mutual Funds
 
Identifier https://doi.org/10.7910/DVN/CTA4IN
 
Creator Tièche, Simon
Bacchetta, Philippe
van Wincoop, Eric
 
Publisher Harvard Dataverse
 
Description 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
 
Subject Social Sciences
 
Date 2023-05-08
 
Contributor Tièche, Simon