Replication Code/Pseudo Data for: "Collateral Eligibility of Corporate Debt in the Eurosystem"

Name: Replication Code/Pseudo Data for: "Collateral Eligibility of Corporate Debt in the Eurosystem"
Creator: Loriana Pelizzon
Published: 2023-12-22T15:04:18.089Z
Keywords: Fixed Income Market, Empirical Finance, Central Bank

Pelizzon, Loriana; Simon, Zorka; Riedel, Max; Subrahmanyam, Marti G.

doi:10.17632/s4pj4gwthj.2

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. Subrahmanyam

Description

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

Replication Code/Pseudo Data for: "Collateral Eligibility of Corporate Debt in the Eurosystem"

Description

Files

Steps to reproduce

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