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Conditional correlation network data from the financial sector
This data set contains rolling conditional correlation networks estimated from stock returns and the volume synchronized probability of informed trading. Only the largest 104 financial firms are included for the period of 1996 through 2012. The data was used to analyze banking sector systemic risk i...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8804203/ https://www.ncbi.nlm.nih.gov/pubmed/35128009 http://dx.doi.org/10.1016/j.dib.2022.107858 |