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Replication data for: The Dollar, Bank Leverage, and Deviations from Covered Interest Parity

Version
V0
Resource Type
Dataset
Creator
  • Avdjiev, Stefan
  • Du, Wenxin
  • Koch, Cathérine
  • Shin, Hyun Song
Publication Date
2019-09-01
Description
  • Abstract

    We document a triangular relationship in that a stronger dollar goes hand in hand with larger deviations from covered interest parity (CIP) and contractions of cross-border bank lending in dollars. We argue that underpinning the triangle is the role of the dollar as a key barometer of risk-taking capacity in global capital markets.
Availability
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Relations
  • Is supplement to
    DOI: 10.1257/aeri.20180322 (Text)
Publications
  • Avdjiev, Stefan, Wenxin Du, Cathérine Koch, and Hyun Song Shin. “The Dollar, Bank Leverage, and Deviations from Covered Interest Parity.” American Economic Review: Insights 1, no. 2 (September 1, 2019): 193–208. https://doi.org/10.1257/aeri.20180322.
    • ID: 10.1257/aeri.20180322 (DOI)

Update Metadata: 2020-05-18 | Issue Number: 2 | Registration Date: 2019-12-07

Avdjiev, Stefan; Du, Wenxin; Koch, Cathérine; Shin, Hyun Song (2019): Replication data for: The Dollar, Bank Leverage, and Deviations from Covered Interest Parity. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E116323