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Replication Data for: Principal component copulas for capital modelling and s...
a public github repository with the Matlab-code and the data file in order to generate the main results of our paper "Principal component copulas for capital modelling and... -
Understanding Bank-Run Contagion [Dataset]
We study experimental coordination games to examine through which transmission channels, and under which information conditions, a panic-based depositor-run at one bank may... -
Understanding Bank-Run Contagion [Dataset]
We study experimental coordination games to examine through which transmission channels, and under which information conditions, a panic-based depositor-run at one bank may...
