Replication package for: Motives and Consequences of Libor Strategic Reporting: How Much Can We Learn from Banks' Self-Reported Borrowing Rates?

This package contains all the code necessary to reproduce the figures and tables in Bonaldi, Pietro (forthcoming) "Motives and Consequences of Libor Strategic Reporting: How Much Can We Learn from Banks' Self-Reported Borrowing Rates?" Review of Economic Studies. Detailed instructions for accessing the raw data are included. The data on CDS spreads was originally provided by IHS Markit, which is now part of S&P Global Market Intelligence.