cgs2021: Dataset of Chatziantoniou, Gabauer and Stenfors (2021)

cgs2021R 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


ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.