BRICS Bank Method and Code for "Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries"

This is the source for methods in the article: Modeling Bank Systemic Risk of Emerging Markets under Geopolitical Shocks: Empirical Evidence from BRICS Countries User can test the code with their own private data and their own set of variables, following the instructions below and follow the README file after extract the zip file.