Search found 1 match
- Mon Dec 07, 2020 12:27 am
- Forum: Looking for Code?
- Topic: Baruník and Křehlík (2018)
- Replies: 1
- Views: 40766
Baruník and Křehlík (2018)
Baruník and Křehlík (2018) I'm looking for the RATS code to implement Baruník and Křehlík (2018) , "Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk," Journal of Financial Econometrics, Volume 16, Issue 2, 2018. The paper is available athttps://academic.oup.com...