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://journaldata.zbw.eu/dataset/e2c317dc-3210-4672-a7b4-6172fb9d3f25/resource/e4c8451a-9062-452b-b2f9-124ede09c833/download/dates.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
