Vulnerable Funding RR2

Chuliá, H., Garrón, I., & Uribe, J. M. (2024). Vulnerable Funding in the Global Economy. Journal of Banking & Finance, 107314.

Steps to get results from the pubished paper

1. Run "Data REV.R" to get the database used in the following steps and results for the Appendix B.
2. Run "Baseline regressions credit + factores.R" to get the results for the Tables presented in the main paper.
3. Run "Baseline regressions gdp + factores.R" to get the results for the Tables presented in the main paper.
4. Run "Baseline regressions stock + factores.R" to get the results for the Tables presented in the Appendix E.
5. Run "Baseline regressions credit + factores + fci.R" to get the results for the Tables presented in the Online Appendix I.
6. Run "Baseline regressions credit + factores + lags.R" to get the results for the Tables presented in the Online Appendix H.
7. Run "Data tables.R" to get the results of the Appendix A.
8. Run "Heat_maps_NFCI.R" to get the heatmaps for both the main results of the paper and Online Appendix F.
9. Run "Time_reg.R" to get main results for the time series relationship between GaR and CaR estimates.
10. Run "DevelopedvsLACrevised.R" to get main results for the Appendix G.
11. Run "Crosssecional.R" to get the results for Table4.

Note: This replication file was not orginally inteded for another user. Contact me for any further question.