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

Version
2
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
  • Is version of
    DOI: 10.3886/E119621

Update Metadata: 2020-07-21 | Issue Number: 1 | Registration Date: 2020-07-21

Allen, Jason; Hortacsu, Ali; Kastl, Jakub (2020): Data and Code for: Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress. Version: 2. ICPSR - Interuniversity Consortium for Political and Social Research. Dataset. https://doi.org/10.3886/E119621V2