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 2010.


http://www.aeaweb.org/articles.php?doi =10.1257/aer.100.1.518





The 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.