Replication Data for: Assessing Undiversified Holding and Contagion Risks in the Banking Sector
收藏NIAID Data Ecosystem2026-05-01 收录
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资源简介：
The data and R scripts implement the matrix factorization model and also replicate the main tables and figures from "Assessing Undiversified Holding and Contagion Risks in the Banking Sector" by Mankad, Brunetti, and Harris.
创建时间：
2023-05-24
