Data and Code for 'Manufacturing Risk-free Government Debt'

Published: 21 October 2025| Version 1 | DOI: 10.17632/3n9m8c9b9n.1
Contributors:
, Stijn Van Nieuwerburgh, Hanno Lustig,

Description

This repository contains the data and code replication package for the paper "Manufacturing Risk-free Government Debt," accepted for publication in the Journal of Financial Economics.

Files

Steps to reproduce

As explained in the readme.txt file, all figures and tables in the paper can be generated by running the matlab file RunAll.m i the folder code.

Categories

Macroeconomics, Macroeconomic Aspect of Public Finance, Macroeconomic Policy, Asset Pricing, Public Finance

Funding

U.S. National Science Foundation

2049260

Licence