Data & Code

Banking

A Q-Theory of Banks
Replication package, with Saki Bigio, Jeremy Majerovitz, and Matias Vieyra
Zenodo
Financial Regulation in a Quantitative Model of the Modern Banking System
Model code, with Tim Landvoigt
GitHub

Alternative Assets

An Empirical Guide to Investor-Level Private Equity Data from Preqin
Documentation of investor-level private equity data from Preqin
SSRN GitHub
Public Plans Data (PPD)
Code to clean and use the Public Plans Data on U.S. public pension funds, with Pauline Liang and Emil Siriwardane
GitHub