@article{Information:711,
      recid = {711},
      author = {Krohn, Ingomar and Mueller, Philippe and Whelan, Paul},
      title = {Supporting Information for "Foreign Exchange Fixings and  Returns around the Clock"},
      publisher = {Oxford University Press},
      address = {2024},
      abstract = {This repository contains the code used for the paper  Foreign Exchange Fixings and Returns Around the Clock by  Krohn, Mueller, and Whelan (2023). The codes run on Matlab  version 2020 and higher and no toolboxes are required. The  code runs on Stata SE v16 and various dependencies are  required which are prompted for on execution.   <p><p>Supporting information for peer-reviewed article  published in the Journal of Finance. Paper published online  December 18, 2023.},
      url = {http://www.oar-rao.bank-banque-canada.ca/record/711},
      doi = {https://doi.org/10.37214/jofdata.16},
}