Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market"

Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market", includes readme file, R code and data folders. The data folder contains the datasets used in this study. The R code folder provides a complete set of replication codes for every figure and table in the paper. The README file provides detailed instructions for this replication package.