Replication files for “Monitoring Banking System Connectedness with Big Data” (with Jose Lopez), Journal of Econometrics
收藏Mendeley Data2019-06-13 更新2026-04-09 收录
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资源简介：
Two zip files for the codes needed to replicate the work. The data are not included because they are obtained from Bloomberg under Federal Reserve Bank of San Francisco licence.
创建时间：
2019-06-13
