Quantitative Easing and the Supply of Safe Assets: Evidence from International Bond Safety Premia

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.