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Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress

Principal Investigator(s):  View help for Principal Investigator(s) Jason Allen, Bank of Canada; Ali Hortacsu, University of Chicago; Jakub Kastl, Princeton University

Version:  View help for Version V1

Name File Type Size Last Modified
Code Archive.zip application/zip 100.1 KB 05/26/2020 12:22:AM
readme.pdf application/pdf 69 KB 05/26/2020 12:22:AM

Project Citation: 

Allen, Jason, Hortacsu, Ali, and Kastl, Jakub. Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress. Nashville, TN: American Economic Association [publisher], 2020. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2020-05-26. https://doi.org/10.3886/E119621V1

Project Description

Summary:  View help for Summary Matlab and Stata code for replication of "Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress."

Data was provided under an NDA from the BoC, hence only the raw code is available for download.



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Published Versions

V3 [2021-04-23]

V2 [2020-07-21]

V1 [2020-05-26]

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