Data and Code REpository
Here we post code, datasets, and other utilities that we make available to other researchers. These will allow you to analyze global capital allocations by country, currency, and asset class. We also provide data that associates the universe of traded equity and debt securities with their issuer’s ultimate parent, including those issued in tax havens. All the data and code are provided for academic research and educational uses only. For questions and inquiries, please contact info@globalcapitalallocation.com.
The Geography of Capital Allocation in the Euro Area
SHS-Based Restated External Portfolios for Euro Area COUNTRIES
Luxembourg and Ireland Fund Counterparty Statistics
China in Tax Havens
REPLICATION DATA AND CODE For AEA P&P Publication
Time Series For Chinese FIRMS’ Presence in Tax Havens
Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens
Restated Bilateral External portfolios
Restatement MATRICES
Global Fund Holdings Summary Statistics
Replication Data and Code for QJE Publication
EXCHANGE RATE RECONNECT
REPLICATION DATA AND CODE For RESTAT Publication
The Rise of the Dollar and Fall of the Euro as International Currencies
REPLICATION DATA AND CODE FOR AEA P&P publication
INTERNATIONAL CURRENCIES AND CAPITAL ALLOCATION
INTERNATIONAL CURRENCY USAGE TIME SERIES
CURRENCY COMPOSITION OF CORPORATE BOND INVESTMENTS
REPLICATION DATA AND CODE FOR JPE publication
Global Fund Holdings Summary Statistics
For an archive of prior versions, see our Dataverse repository.