Replicating Basher and Sadorsky 2016

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kmorema
Posts: 1
Joined: Thu Mar 31, 2016 8:38 am

Replicating Basher and Sadorsky 2016

Unread post by kmorema »

Hello, I would like to request a Rats code for the paper:

Basher, S.A. and Sadorsky, P., 2016. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. Energy Economics, 54, pp.235-247.

Thank you.
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TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: Replicating Basher and Sadorsky 2016

Unread post by TomDoan »

Have you contacted the authors?
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