RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations
Replication files for Diebold and Yilmaz(2009), "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, vol. 119, no. 534, 158-171. This includes examples for the author's later "generalized spillover" measures.
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