Benchmarking benchmarks

This zip file contains code and data to replicate the quantitative output (Table 2, Table 4, Figures 1-3 and Figures 4-5) of the paper using simulated pseudo data for two benchmark reference rates in a currency denoted "ABC" and an overnight policy rate that changes once throughout the simulated sample period. The file also includes instructions regarding sourcing the actual data used for the analysis in the paper.

本压缩包包含复现该论文定量结果（表2、表4、图1至图3及图4至图5）所需的代码与数据集，所用数据为以“ABC”为计价货币的两组基准参考利率，以及在模拟样本周期内仅调整一次的隔夜政策利率的模拟伪数据。本压缩包同时附带获取该论文分析所用真实数据的相关指引。