R: Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)

acg2020 {ConnectednessApproach}

R Documentation

Dataset of Antonakakis, Chatziantoniou and Gabauer (2020)

Description

For detailed information see: Antonakakis, N., Chatziantoniou, I., & Gabauer, D. (2020). Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. Journal of Risk and Financial Management, 13(4), 84.

Usage

data(acg2020)

Format

zoo data.frame

[Package ConnectednessApproach version 1.0.3 Index]