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  1. bernanke_replication_euroarea bernanke_replication_euroarea Public

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    This repository contains a MATLAB implementation of a Shadow Rate Term Structure Model for the Euro Area. The codebase replicates and extends the framework proposed by Lemke & Vladu (2017) to estim…

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    MATLAB implementation of a DCC Student’s t-copula for stock–bond dependence, safe-haven analysis, and portfolio VaR/ES backtesting after COVID-19.

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