EWS for emerging markets empirical applications

Published: 11 June 2026| Version 1 | DOI: 10.17632/9ffw46kb2z.1
Contributors:
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Description

This archive contains 2 datasets that we used for constructing of early warning systems for Russian and South African financial markets at our paper "An early warning system for emerging markets".

Files

Steps to reproduce

Please, see the codes for our paper at https://github.com/kraevskiyAA/EWS_CondEnt/

Institutions

Categories

Financial Market, Change Point Analysis

Related Links

Article
https://github.com/kraevskiyAA/EWS_CondEnt/
compiles this dataset

Licence