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Data and Code for: 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 V2

Name File Type Size Last Modified
  Code 07/21/2020 03:22:AM
readme_final.pdf application/pdf 57.3 KB 07/20/2020 11:14:PM

Project Citation: 

Allen, Jason, Hortacsu, Ali, and Kastl, Jakub. Data and Code for: 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], 2020-07-21. https://doi.org/10.3886/E119621V2

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.

Scope of Project

Subject Terms:  View help for Subject Terms Financial Crisis; Liquidity Management
JEL Classification:  View help for JEL Classification
      D44 Auctions
      G01 Financial Crises
Geographic Coverage:  View help for Geographic Coverage Canada
Time Period(s):  View help for Time Period(s) 2007 – 2009


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Published Versions

V3 [2021-04-23]

V2 [2020-07-21]

V1 [2020-05-26]

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