What explains international interest rate co-movement? (replication data)

ZBW Journal Data Archive 2026 Open access

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Authors: Annika Camehl, Gregor von Schweinitz
DOI: 10.15456/jae.2026005.1424441825
Cited by: 0

Abstract

Dataset and code for "What explains international interest rate co-movement?" by Camehl and von Schweinitz, 2026, Journal of Applied Econometrics. The code provides the baseline model code ready to apply for alternative data and replicates the results shown in the result section of the paper: .

Fields of Study & Subjects

Credit Risk and Financial Regulations Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Publication details

Journal / source
ZBW Journal Data Archive
Publication date
6 January 2026