Replication package for “Identifying Systemically Important Banks through Multi-Channel Risk Contagion Analysis under Dynamic Credit Easing Policies”

Description

This replication package contains the data, code, and documentation necessary to reproduce the results reported in the manuscript. It includes raw/synthetic data, data-processing scripts, estimation scripts, and a Readme.pdf file with detailed step-by-step instructions.

Steps to reproduce

Detailed step-by-step instructions for reproducing the results are provided in Readme.pdf. The document explains the folder structure, data files, MATLAB code, required software, and the execution order.

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