Replication codes for the paper "A multilevel factor approach for the analysis of CDS commonality and risk contribution" published in https://doi.org/10.1016/j.intfin.2019.101144
Replication codes for the paper "A multilevel factor approach for the analysis of CDS commonality and risk contribution" published in https://doi.org/10.1016/j.intfin.2019.101144
Vlasmetrics7/MultilevelFactorCDS
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Replication codes for the paper "A multilevel factor approach for the analysis of CDS commonality and risk contribution" published in https://doi.org/10.1016/j.intfin.2019.101144
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