Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market"
Abstract
Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market", includes readme file, R code and data folders. The data folder contains the datasets used in this study. The R code folder provides a complete set of replication codes for every figure and table in the paper. The README file provides detailed instructions for this replication package.
Fields of Study & Subjects
Financial Risk and Volatility Modeling
Banking stability
regulation
efficiency
Complex Systems and Time Series Analysis
Publication details
- Journal / source
- Mendeley Data
- Publication date
- 2 February 2026
- Document type
- Dataset