macao

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Bshps / macao-volatility-spillover

Replication package: Volatility Spillovers in Macao's Gaming Economy before and after COVID-19 (International Journal of Economic Performance, 9(1), 113–128, 2026)

economics replication-package gjr-garch covid-19 macao dcc-garch diebold-yilmaz volatility-spillover gaming-economy

Updated Jul 5, 2026
Python

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