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

Version
V0
Resource Type
Dataset
Creator
  • Allen, Jason (Bank of Canada)
  • Hortacsu, Ali (University of Chicago)
  • Kastl, Jakub (Princeton University)
Publication Date
2020-05-26
Description
  • Abstract

    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.
Availability
Download

Update Metadata: 2020-05-26 | Issue Number: 1 | Registration Date: 2020-05-26

Allen, Jason; Hortacsu, Ali; Kastl, Jakub (2020): Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress. Version: V0. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E119621