Replication Data: Concealed Carry – Hidden Risk in Currency Carry Trades
Creators:
Spencer Andrews, Riccardo Colacito, Mariano M. Croce, and Federico Gavazzoni
Publication Date:
2024-02-27
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "Concealed Carry" (Andrews, Colacito, Croce & Gavazzoni, 2024, Journal of Financial Economics). It includes exchange rate, interest rate, and macroeconomic data used to examine hidden or concealed risks embedded in currency carry trades and their implications for international asset pricing and risk premia.
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