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Replication Data for: 'A Quantity-Driven Theory of Term Premia and Exchange Rates'

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

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Title Replication Data for: 'A Quantity-Driven Theory of Term Premia and Exchange Rates'
 
Identifier https://doi.org/10.7910/DVN/LUSR9I
 
Creator Greenwood, Robin
Hanson, Samuel
Stein, Jeremy C.
Sunderam, Adi
 
Publisher Harvard Dataverse
 
Description The data and programs replicate tables and figures from "A Quantity-Driven Theory of Term Premia and Exchange Rates," by Greenwood, Hanson, Stein, and Sunderam. Please see the Readme and Data Construction file for additional details.
 
Subject Social Sciences
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy
International Finance: Foreign Exchange
Asset Pricing; Trading Volume; Bond Interest Rates
 
Date 2023-05-15
 
Contributor Baranga, Thomas