Data Files for "Financial Exchange
Rates and International Currency Exposures" by Philip R. Lane and
Jay C. Shambaugh, American Economic Review 100(1), 518-540, March
paper is here.
The method for compiling the dataset is described in this file.
The readme file for the dataset is here.
The data file is here.
A zipped folder which contains the data and Stata do files to
replicate the tables in the paper is here.