Data&Codes for “Central Bank Currency Swap Arrangements Central Bank Swap Arrangements and Exchange Rate Volatility: Evidence from China”

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We estimated all the results in the paper using the R software. Related codes, along with the sample data, are all in the compressed file. There are four data files: 1. “Exchange.csv” is the monthly exchange rate series used for most empirical analyses. 2. “Exchangeewma.csv” is the daily exchange rate for later robustness checks. 3. “Table.csv” is the sample used for later further investigation. 4. “Swap.xlsx” is the handy-collected data about the detailed information of bilateral currency swap arrangements between the People’s Bank of China (China’s central bank) and central banks of other countries (or regions). Table A1 in the appendix of the paper summarizes this detailed information.

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