Replication Package for "CRISK: Measuring the Climate Risk Exposure of the Financial System"

# CRISK: Measuring the Climate Risk Exposure of the Financial System # by Hyeyoon JUNG, Robert ENGLE, and Richard BERNER --- ** CITATION ** Jung, Engle, and Berner "CRISK: Measuring the Climate Risk Exposure of the Financial System " Journal of Financial Economics (Forthcoming). --- This is a replication package for our paper. Note that confidential supervisory data, as well as data with copyright restrictions, have been replaced with pseudo files stored in the Input/Pseudo folder. While the code runs with these pseudo-datasets, replicating the results requires the full data. Refer to the Dataset_List.pdf and the Data Sources section of the paper for details. The code also includes detailed descriptions of the source of each input file.