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Data and programs for "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests"

van Oordt, Maarten
2023

Abstract: Data and programs for peer-reviewed article published in Journal of Money, Credit and Banking. Paper published online April 25, 2022. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.

Title
Data and programs for "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests"
Creator
van Oordt, Maarten (Bank of Canada)
Other Identifiers
DOI: https://doi.org/10.1111/jmcb.12942
URL: https://onlinelibrary.wiley.com/action/downloadSupplement?doi=10.1111%2Fjmcb.12942&file=jmcb12942-sup-0002-Dataandprograms.zip
Resource Type
Dataset
Series (Uniform Title)
Reproducibility Package
Ensemble de données pour la reproductibilité des résultats de recherche
Publisher
Wiley
Date
2023
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.
License
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International, CC-BY-NC-ND-4.0, (http://creativecommons.org/licenses/by-nc-nd/4.0/legalcode)
Publication Citation
van Oordt, M. 2023. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market‐Based Stress Tests." Journal of Money, Credit and Banking 55 No. 2-3. https://doi.org/10.1111/jmcb.12942.
Record Appears in
Bank of Canada Research > Research Reproducibility Packages

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