Replication code and pseudodata for the paper "Counterparty Risk: Implications for Network Linkages and Asset Prices"

Replication code and pseudodata for the paper "Counterparty Risk: Implications for Network Linkages and Asset Prices"

Replication package for: Grigoris, F., Hu, Y. and Segal, G. Counterparty Risk: Implications for Network Linkages and Asset Prices, Review of Financial Studies, forthcoming (DOI: 10.1093/rfs/hhac044). The compressed archive includes a README file, describing all pseudo data and code modules.

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Grigoris, Fotis, Hu, Yunzhi, Segal, Gill
Format: Dataset
Sprache:eng
Schlagworte:
Business and Management
FOS: Economics and business
Social Sciences
Online-Zugang:Volltext bestellen
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Beschreibung
Zusammenfassung:Replication package for: Grigoris, F., Hu, Y. and Segal, G. Counterparty Risk: Implications for Network Linkages and Asset Prices, Review of Financial Studies, forthcoming (DOI: 10.1093/rfs/hhac044). The compressed archive includes a README file, describing all pseudo data and code modules.
DOI:10.7910/dvn/hlh5lx