Modeling Systemic Risk Contagion among Major Global Stock Markets: A Conditional Systemic VaR (CoSVaR) Framework

This repository contains the data and R code used in the manuscript “Modeling Systemic Risk Contagion among Major Global Stock Markets: A Conditional Systemic VaR (CoSVaR) Framework”. The R code can reproduce the empirical analysis, tables, and figures reported in the paper. The authors share these files to ensure transparency, facilitate validation, and support the reproducibility of the analyses.