Analyze Crisis vs Non-Crisis Periods — crisis_analysis • WaveQTE

Analyze Crisis vs Non-Crisis Periods

Usage

crisis_analysis(returns_dm, returns_em, crisis_periods)

Arguments

returns_dm: Developed market returns
returns_em: Emerging market returns
crisis_periods: Logical vector indicating crisis periods

Value

List containing contagion measures for crisis and normal periods

Examples

if (FALSE) { # \dontrun{
dm_returns <- get_stock_data(c("SPY", "EWU"))
em_returns <- get_stock_data(c("EWZ", "FXI"))
crisis_periods <- identify_crisis_periods(cbind(dm_returns, em_returns))
analysis <- crisis_analysis(dm_returns, em_returns, crisis_periods)
} # }