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 V3
| Name | File Type | Size | Last Modified |
|---|---|---|---|
| Code | 07/21/2020 03:22:AM | ||
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application/pdf | 125.6 KB | 04/22/2021 11:59:AM |
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], 2021. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2021-04-23. https://doi.org/10.3886/E119621V3
Project Description
Summary:
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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.
Data was provided under an NDA from the BoC, hence only the raw code is available for download.
Scope of Project
Subject Terms:
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Financial Crisis;
Liquidity Management
Geographic Coverage:
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Canada
Time Period(s):
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2007 – 2009
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