European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model

Published: 25-04-2018| Version 1 | DOI: 10.17632/pxntntg4yj.1
Contributors:
David Gabauer,
Ioannis Chatziantoniou,
Nikolaos Antonakakis

Description

This is the raw data to reproduce the results of the article "European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model"

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