Code for replication of Diebold-Yilmaz connectedness method

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curiousresearcher
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Joined: Sun May 19, 2019 9:56 pm

Code for replication of Diebold-Yilmaz connectedness method

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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.
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