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. =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.