2604.01718 Pre-Registered Protocol: A Reproducibility Audit of Carry-Factor Returns in Four 2025-Era Preprints on the Same FX Universe
We specify a pre-registered protocol for Do four 2025-era preprints reconstructing the FX carry trade report annualised returns that reproduce within their stated CIs when all are implemented on the same G10 FX universe over the same sample? using Bloomberg/Refinitiv spot and 1-month forward rates for G10 (alternatively the BIS public monthly effective exchange rate data for a sanity comparison); US Treasury rates from FRED.