Replication code for "Intermediary Leverage Shocks and Funding Conditions"
2025
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Description
Abstract: Replication code for peer-reviewed article published in The Journal of Finance. Paper published online December 23, 2024. 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
Replication code for "Intermediary Leverage Shocks and Funding Conditions"
Creator
Fontaine, Jean-Sébastien (Bank of Canada)
Garcia, René (Bank of Canada)
Gungor, Sermin (Bank of Canada)
Garcia, René (Bank of Canada)
Gungor, Sermin (Bank of Canada)
Publisher
Wiley
Date
2025-02-01
Relevant Dates
Issued: 2025-02-1
Available: 2024-12-23
Available: 2024-12-23
Language
English
Availability Statement
Replication files may be downloaded from the article page listed in the DOI field, or directly from the link in the URL field above.
Publication Citation
Fontaine, J.-S., R. Garcia and S. Gungor. 2025. "Intermediary Leverage Shocks and Funding Conditions." The Journal of Finance 80 No. 1. https://doi.org/10.1111/jofi.13407.
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
Intermediary Leverage Shocks and Funding Conditions
Identifier
Publication Date
2025
Volume
80
Issue
1
Pages
57 - 99
Publisher
The Journal of Finance (Wiley-Blackwell)
Relation Type
Record Is Supplement To
Relationship Note
Associated article is published as SSRN preprint
Related Item
Preprint
Title
Intermediary Leverage Shocks and Funding Conditions
Identifier
Publication Date
2020