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Tail Risk in a Retail Payments System - replication data
In this paper, we study a credit risk (collateral) management scheme for the Canadian retail payment system designed to cover the exposure of a defaulting member. We estimate ex... -
Studying Firm Growth Distributions with a Large Administrative Employment Dat...
This paper uses business tax administrative data to describe the annual firm growth rate distribution in Canada over the 2000-2009 period. This administrative tax database... -
Source Code for Spaeth Schmid - Distribution of Household Savings
This contribution contains source code for the statistical analyses executed in Jochen Späth, Kai Daniel Schmid, "The Distribution of Household Savings in Germany", Journal of...
