Data and Code for: Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress
2021
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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.
Data and code for peer-reviewed article published in American Economic Journal: Microeconomics. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.
Details
Resource Type
Dataset
Series (Uniform Title)
Other Identifiers
Title
Data and Code for: Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress
Creator
Allen, Jason (Bank of Canada)
Hortaçsu, Ali (University of Chicago)
Kastl, Jakub (Princeton University)
Hortaçsu, Ali (University of Chicago)
Kastl, Jakub (Princeton University)
Publisher
American Economic Association
Date
2021-04-23
Version
3
Language
English
Availability Statement
Files may be downloaded from digital repository linked in the DOI field
Rights
Creative Commons Attribution 4.0 International, CC-BY-4.0, (https://creativecommons.org/licenses/by/4.0/legalcode)
JEL Codes
Publication Citation
Allen, J., A. Hortaçsu and J. Kastl. 2021. "Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress." American Economic Journal: Microeconomics 13 No. 2. https://doi.org/10.1257/mic.20160287.
Record Appears in
Related Items
Relation Type
Record Is Supplement To
Relationship Note
Reproducibility package is associated with peer-reviewed article
Related Item
Journal Article
Title
Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress
Identifier
Publication Date
2021
Volume
13
Issue
2
Pages
243 - 275
Publisher
American Economic Journal: Microeconomics (American Economic Association)
Relation Type
Record Is Supplement To
Relationship Note
Associated article is first published as Bank of Canada Staff Working Paper
Related Item
Text
Title
Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada
Identifier
Publication Date
2011
Volume
Staff Working Paper
Issue
2011-17
Publisher
Bank of Canada
Relation Type
Record Is New Version Of
Relationship Note
Dataset is update to an earlier version
Related Item
Dataset
Title
Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress
Identifier
Publication Date
2020
Publisher
American Economic Association
Edition
2
Relation Type
Record Is New Version Of
Relationship Note
Dataset is update to an earlier version
Related Item
Dataset
Title
Data and Code for: Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress
Identifier
Publication Date
2020
Publisher
American Economic Association
Edition
1