Code for replication of Diebold-Yilmaz connectedness method
Posted: 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.
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.