Data and Code for: Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress
- Allen, Jason (Bank of Canada)
- Hortacsu, Ali (University of Chicago)
- Kastl, Jakub (Princeton University)
AbstractMatlab 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.
2007-01-01 / 2009-12-31Time Period: Mon Jan 01 00:00:00 EST 2007--Thu Dec 31 00:00:00 EST 2009
Update Metadata: 2020-07-21 | Issue Number: 2 | Registration Date: 2020-05-26