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This folder contains code used for: "Contagious Synchronization and Endogenous Network Formation in Financial Networks" (with Christoph Aymanns), Journal of Banking and Finance 50(1) (2015)

There are two folders in freeze/

  • ProductionCode_JBF/ which contains an old version of Black Rhino (latest version https://github.com/cogeorg/BlackRhino) that we used for the initial journal submission.
  • ProductionCode_JBFR1/ contains the code for the second revision of the paper. This was only partially done with the black_rhino framework. Most of the code is actually in simple_try/.

NOTE: When we submitted the paper, I didn't yet backup all my code properly. So it might be that you have to play around with the code a little bit to produce exactly the results from the paper.

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