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Estimating global bank network connectedness (replication data)
We use LASSO methods to shrink, select, and estimate the high-dimensional network linking the publicly traded subset of the world's top 150 banks, 2003-2014. We characterize... -
Credit Demand and Supply in Greece
Contains data used in the paper "Measuring Credit Demand and Supply: A Bayesian Model with an Application to Greece (2003–2011)" (published in the Jahrbücher für...
