Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia
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This is the data and code needed to replicate the results in the paper titled "Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia" by Jens H. E. Christensen, Nikola Mirkov, and Xin Zhang. The file named "README_CMZ_Safety_premia_and_QE_FINAL.docx" contains information and instructions for how to proceed.
