├── .gitignore ├── Code └── VaR Construction.ipynb ├── Data Sources.txt ├── Data ├── CRSP_SP500 Return.csv ├── Chng_3month_yield.csv ├── Chng_CrediT_Spread.csv ├── DBAA.csv ├── DGS10.csv ├── DLTBOARD.csv ├── DTB3.csv ├── FRED-DGS3MO.csv ├── FRED-DTB3.csv ├── FRED-LIOR3M.csv ├── SPstocks_current.csv ├── TEDRATE.csv ├── USD3MTD156N.csv ├── USTREASURY-LONGTERMRATES.csv ├── ^GSPC.csv └── snp_tickers_sectors.csv ├── Delta Covar.ipynb ├── LICENSE ├── README.md ├── References └── covar_0.pdf └── stock_data_link /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/upathare1/CoVaR-Conditional-VaR-Project/HEAD/.gitignore -------------------------------------------------------------------------------- /Code/VaR Construction.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/upathare1/CoVaR-Conditional-VaR-Project/HEAD/Code/VaR Construction.ipynb 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