nyse1.prg
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)
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Metadata
| Field | Value |
|---|---|
| Format | prg |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/bfcacbc1-3421-43f2-9d71-680f9df5958f/resource/6a44b3fa-2315-454c-a171-156ef546eadf/download/nyse1.prg |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
