Download This PaperOnline Appendix for 'Currency Factors'
15 Pages Posted: 13 May 2020 Last revised: 21 Jan 2021
Date Written: April 16, 2020
Abstract
This online appendix provides additional tables and data information mostly in the order it is referred to in the paper.
The full-text paper can be found at: https://ssrn.com/abstract=3022623.
Keywords: Currency Factors; Currency Comovements; Clustering; Factor Models; Currency Baskets; Global Pricing Kernels
JEL Classification: F31, G12
Suggested Citation: Suggested Citation
Aloosh, Arash and Bekaert, Geert, Online Appendix for 'Currency Factors' (April 16, 2020). Available at SSRN: https://ssrn.com/abstract=3201860 or http://dx.doi.org/10.2139/ssrn.3201860
Geert Bekaert
Columbia Business School - Finance and Economics ( email )
3022 Broadway
New York, NY 10027
United States
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