dates.txt
Creators:
Mardi Dungey
;
Vance L. Martin
From the dataset abstract
An empirical model of multiple asset classes across countries is formulated in a latent factor framework. A special feature of the model is that financial market linkages during periods...
Source: Unravelling financial market linkages during crises (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/bfcacbc1-3421-43f2-9d71-680f9df5958f/resource/32243367-a646-46e1-8da0-871ed07b99b8/download/dates.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
