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.

 
 
 

Redrawing the Map of Global Capital Flows: The Role of Cross-Border Financing and Tax Havens


Restated NATIONALITY-Basis TIC Data (U.S. Outward Portfolio Investments)

XLS
DTA

Restated NATIONALITY-Basis CPIS Data (EX-U.S. Outward Portfolio Investments)

XLS
DTA

REALLOCATION MATRICES (RESIDENCY TO NATIONALITY)

ZIP
TAR

ISSUER-LEVEL ULTIMATE PARENT AGGREGATION DATASET


CODE FOR ISSUER-LEVEL ULTIMATE PARENT AGGREGATION

ZIP
GIT
 

The Rise of the Dollar and Fall of the Euro as International Currencies


REPLICATION DATA AND CODE FOR AEA P&P publication

ZIP
GIT
 

INTERNATIONAL CURRENCIES AND CAPITAL ALLOCATION


INTERNATIONAL CURRENCY USAGE TIME SERIES

CSV
DTA

CURRENCY COMPOSITION OF CORPORATE BOND INVESTMENTS

CSV
DTA

REPLICATION DATA AND CODE FOR JPE Forthcoming publication

ZIP
GIT