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

Published: 25 April 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"

Files

Institutions

Johannes Kepler Universitat Linz, Webster Vienna Private University, University of Portsmouth

Categories

Exchange Rate

Licence