Results from Crisis transmission: visualizing vulnerability
Published: 28 November 2019| Version 1 | DOI: 10.17632/f73z26j6g3.1
In this results file we include transmission and vulnerability indices estimated using DY12 rolling analysis. We also include 10 base and 900 base crisis classifications indices gauged from Kohonens self organizing cluster analysis, using Diebold and Yilmaz rolling estimates as input data.
Financial Economics, Financial Econometrics, Financial Contagion, Systemic Risk Analysis, Deep Learning