The RATS Software Forum

A Forum for RATS Software and Econometrics Discussions

RATS Version 10.0 (new)!!
RATS Documentation
RATS Help
Trial Version

Code for replication of Diebold-Yilmaz connectedness method

If you are seeking RATS code for implementing a particular technique or replicating results from a paper, post your request here. Be sure to include complete citations for any papers or books.
Post a reply

Code for replication of Diebold-Yilmaz connectedness method

Unread postby curiousresearcher » Mon Aug 08, 2022 10:59 pm

Dear Sir,

Kindly provide the replication code for Diebold-Yilmaz connectedness methodology in the paper https://www.sciencedirect.com/science/a ... 6620300285

Bostanci, G., & Yilmaz, K. (2020). How connected is the global sovereign credit risk network?. Journal of Banking & Finance, 113, 105761.
curiousresearcher
 
Posts: 41
Joined: Sun May 19, 2019 9:56 pm
Top
Post a reply

Return to Looking for Code?

Who is online

Users browsing this forum: No registered users and 4 guests

Powered by phpBB® Forum Software © phpBB Group