Replication Data for: Conventional vs Innovative Monetary Policy in China: Effects on the Yield Curve and Credit Spreads

This dataset provides replication materials for the paper “Conventional vs Innovative Monetary Policy in China: Effects on the Yield Curve and Credit Spreads.” It contains the derived analysis datasets and Stata code required to reproduce the main empirical results (Figures 1–2 and Tables 1, A2–A3), including the constructed conventional and innovative monetary policy shock series and the matched event-day panels used in the yield-curve and credit-spread regressions. Data sources and restrictions: The underlying raw market data were obtained under license from Bloomberg (interest-rate derivatives) and Wind (bond transactions and yield series) and are proprietary; therefore, the raw data cannot be redistributed. The replication files included here are derived datasets created for analysis, with security identifiers anonymized, and are sufficient to reproduce the reported tables and figures given the included code. Users seeking to rebuild the analysis from raw sources must have access to Bloomberg and Wind.