https://github.com/m-dadej/robust_fragile

https://github.com/m-dadej/robust_fragile

Last synced: 8 months ago
JSON representation

• Host: GitHub
• URL: https://github.com/m-dadej/robust_fragile
• Owner: m-dadej
• Created: 2024-07-22T15:49:10.000Z (about 1 year ago)
• Default Branch: main
• Last Pushed: 2024-10-22T19:03:23.000Z (12 months ago)
• Last Synced: 2025-01-10T11:05:41.572Z (9 months ago)
• Language: TeX
• Size: 56.4 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

README

          
### Code to replicate the paper "Systemic Risk and Financial Connectedness: Empirical Evidence" authored by Mateusz Dadej, Roberto Savona.

To replicate the main results run src/robust_fragile.jl. 

Link to the paper: [https://m-dadej.github.io/files/connectedness.pdf](https://m-dadej.github.io/files/connectedness.pdf)