cg2021 {ConnectednessApproach}

Dataset of Chatziantoniou and Gabauer (2021)

Description

For detailed information see: Chatziantoniou, I., & Gabauer, D. (2021). EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. The Quarterly Review of Economics and Finance, 79, 1-14.

Usage

data(cg2021)

Format

zoo data.frame