Record Details

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)

View Archive Info
 
 
Field Value
 
Title Replication package for Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress
 
Identifier https://doi.org/10.7910/DVN/2SECU0
 
Creator He, Zhiguo
Khorrami, Paymon
Song, Zhaogang
 
Publisher Harvard Dataverse
 
Description Replication code and pseudo data for He, Khorrami, and Song (RFS, 2021)
 
Subject Business and Management
 
Contributor Song, Zhaogang