1. Home
  2. Datasets

1 dataset found

Publication Year: 2016 None: 1 Formats: XLSX

  • Gianni De Nicolo
    ;
    Marcella Lucchetta

    Forecasting Tail Risks (replication data)

    This paper presents an early warning system as a set of multi-period forecasts of indicators of tail real and financial risks obtained using a large database of monthly US data...