Data and Code for: 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
2020-07-21
Free Keywords
Financial Crisis; Liquidity Management
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.
Temporal Coverage
  • 2007-01-01 / 2009-12-31
    Time Period: Mon Jan 01 00:00:00 EST 2007--Thu Dec 31 00:00:00 EST 2009
Geographic Coverage
  • Canada
Availability
Download
Relations
  • Has version
    DOI: 10.3886/E119621V1
  • Has version
    DOI: 10.3886/E119621V2

Update Metadata: 2020-07-21 | Issue Number: 2 | Registration Date: 2020-05-26