TY  - GEN
AB  - 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.
AD  - Bank of Canada
AD  - Finance Group, Warwick Business School
AD  - Department of Finance, The Chinese University of Hong Kong Business School
AU  - Krohn, Ingomar
AU  - Mueller, Philippe
AU  - Whelan, Paul
DA  - 2024
DO  - 10.37214/jofdata.16
DO  - DOI
ID  - 711
LA  - eng
N2  - 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.
PB  - Oxford University Press
PY  - 2024
T1  - Supporting Information for "Foreign Exchange Fixings and Returns around the Clock"
TI  - Supporting Information for "Foreign Exchange Fixings and Returns around the Clock"
Y1  - 2024
ER  -