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

Published: 1 August 2025| Version 1 | DOI: 10.17632/hnzt5kfvyc.1
Contributor:
Jens Christensen

Description

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.

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Fixed Income Market

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