Files:

• Stata Dataset, CSV Dataset

• Excel Data Supplement: list of Bloomberg and Datastream tickers with instructions for reproducing the data file. 

• Data Appendix

• NBER IFM Data Session Slides 

If you use this data, please cite:

Du, Wenxin, Ritt Keerati, and Jesse Schreger (2025). "Decoupling Dollar and Treasury Privilege." Prepared for 2025 IMF Annual Research Conference.

Du, Wenxin, Joanne Im, and Jesse Schreger (2018). “The U.S. Treasury Premium.” Journal of International Economics,  112, 167-181.

Du, Wenxin and Jesse Schreger (2016). “Local Currency Sovereign Risk.” Journal of Finance, 71,  1027-1070.

Previous Versions: 

V1 - June 2018

V2 - January 2020

V3 - March 2021