Replication files for “Monitoring Banking System Connectedness with Big Data” (with Jose Lopez), Journal of Econometrics

Published: 13 June 2019| Version 1 | DOI: 10.17632/7pv7yz4mv8.1
Contributor:
Galina Hale

Description

Two zip files for the codes needed to replicate the work. The data are not included because they are obtained from Bloomberg under Federal Reserve Bank of San Francisco licence.

Files

Categories

Economics

Licence