ICAR Research Data Repository for Knowledge Management
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)
View Archive Info| Field | Value | |
| Title |
Replication Data for: 'A Quantity-Driven Theory of Term Premia and Exchange Rates'
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| Identifier |
https://doi.org/10.7910/DVN/LUSR9I
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| Creator |
Greenwood, Robin
Hanson, Samuel Stein, Jeremy C. Sunderam, Adi |
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| Publisher |
Harvard Dataverse
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| 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.
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| Subject |
Social Sciences
Interest Rates: Determination, Term Structure, and Effects Monetary Policy International Finance: Foreign Exchange Asset Pricing; Trading Volume; Bond Interest Rates |
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| Date |
2023-05-15
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| Contributor |
Baranga, Thomas
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