Replication Materials for “Front-Loaded Stress Transmission in the USD/KRW Cross-Currency Basis”
Description
Replication materials for “Front-Loaded Stress Transmission in the USD/KRW Cross-Currency Basis.” The package contains the data, scripts, and results required to reproduce the empirical tables and figures. Restricted Bloomberg raw data are not redistributed. Updated versions may be released if subsequent manuscript revisions require changes.
Files
Steps to reproduce
From the package root, install the required Python packages with pip install -r requirements.txt, then run python scripts/run_all.py. The pipeline uses the included data and derived basis-surface files to reproduce all reported empirical results. Generated tables and figures are saved in results/tables/ and results/figures/. An internet connection is required to retrieve the public multi-currency dataset used in the cross-currency comparison.