R: Dataset of Chatziantoniou, Gabauer and Stenfors (2021)

cgs2021 {ConnectednessApproach}

R Documentation

Dataset of Chatziantoniou, Gabauer and Stenfors (2021)

Description

For detailed information see: Chatziantoniou, I., Gabauer, D., & Stenfors, A. (2021). Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. Economics Letters, 204, 109891.

Usage

data(cgs2021)

Format

zoo data.frame

[Package ConnectednessApproach version 1.0.3 Index]