These are the R files with the code for the working paper ``On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective'' by Markus Hertrich and Heinz Zimmermann.

The file consist of
readme.txt			this file

MSS14-423R2Code.txt		this file contains the code to perform the computations in the working paper and to plot the figures included in the text.

The folder "data" contains the data files. As most data sets are from Bloomberg and Thomson Reuters Datastream, due to copyright protection, 
please do not transfer the data to your computer, as to the best of my knowledge, this is not allowed under the current license agreement.

Moreover, prior to using the code, I expect you to inform me about your plans (m.hertrich1@gmx.de) in order to not infer with my
submitted working papers that use this code and are currently under peer review. In addition, before using the code, you have to copy your data into
a folder and change accordingly the working directory in the code.


