Supplementary files for "Credit Suisse Impact on Other Global Banks : a Network Connectedness Approach" (https://ssrn.com/abstract=4453152): Code and Data Queries in R
Three files are attached to the Github repository. The file "Data Queries" provides the R code for getting data. The file "Connectedness Index" provides the R code to measure the connectedness indices (total, pairwise and net pairwise) based on the ConnectednessApproach package of David Gabauer (https://gabauerdavid.github.io/ConnectednessApproach/). The file "Plots" provide the R code for plots.