Replication Code/Pseudo Data for: "Collateral Eligibility of Corporate Debt in the Eurosystem"
Published: 22 December 2023| Version 2 | DOI: 10.17632/s4pj4gwthj.2
Contributors:
Loriana Pelizzon, Zorka Simon, Max Riedel, Marti G. SubrahmanyamDescription
The files contain replication codes and pseudo data for generating the tables and figures in the paper "Collateral Eligibility of Corporate Debt in the Eurosystem", by Loriana Pelizzon, Max Riedel, Zorka Simon, and Marti G. Subrahmanyam, Journal of Financial Economics, Forthcoming.
Files
Steps to reproduce
1. Download and extract CollElig_Replication_Package.zip 2. Follow the instructions in Replication_Package_Steps_to_Reproduce.pdf
Categories
Fixed Income Market, Empirical Finance, Central Bank