Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market"

Description

Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market", includes readme file, R code and data folders. The data folder contains the datasets used in this study. The R code folder provides a complete set of replication codes for every figure and table in the paper. The README file provides detailed instructions for this replication package.

Steps to reproduce

please follow the readme file.

Institutions

• Chongqing University

  Sichuan, Chongqing

Categories

Licence