This repository analyses stock market interdependence by means of copulas. This analysis was conducted for a term paper in the Financial Econometrics course IØ8304 at NTNU Trondheim in autumn/winter 2019.
To reproduce the results, clone the repository, and open _fin_econ_analysis.Rproj in RStudio. You can run any script, except for 01_clean.R, as the raw data are not included.