Replication package for Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
Harvard Dataverse (Africa Rice Center, Bioversity International, CCAFS, CIAT, IFPRI, IRRI and WorldFish)
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Title |
Replication package for Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
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Identifier |
https://doi.org/10.7910/DVN/2SECU0
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Creator |
He, Zhiguo
Khorrami, Paymon Song, Zhaogang |
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Publisher |
Harvard Dataverse
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Description |
Replication code and pseudo data for He, Khorrami, and Song (RFS, 2021)
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Subject |
Business and Management
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Contributor |
Song, Zhaogang
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