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...

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Detalles Bibliográficos
Autores principales: Borochin, Paul, Rush, Stephen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Data Article
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
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author Borochin, Paul
Rush, Stephen
author_facet Borochin, Paul
Rush, Stephen
author_sort Borochin, Paul
collection PubMed
description 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 in Borochin and Rush (2022)[1].
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spelling pubmed-88042032022-02-04 Conditional correlation network data from the financial sector Borochin, Paul Rush, Stephen Data Brief Data Article 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 in Borochin and Rush (2022)[1]. Elsevier 2022-01-21 /pmc/articles/PMC8804203/ /pubmed/35128009 http://dx.doi.org/10.1016/j.dib.2022.107858 Text en © 2022 The Authors https://creativecommons.org/licenses/by/4.0/This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
spellingShingle Data Article
Borochin, Paul
Rush, Stephen
Conditional correlation network data from the financial sector
title Conditional correlation network data from the financial sector
title_full Conditional correlation network data from the financial sector
title_fullStr Conditional correlation network data from the financial sector
title_full_unstemmed Conditional correlation network data from the financial sector
title_short Conditional correlation network data from the financial sector
title_sort conditional correlation network data from the financial sector
topic Data Article
url 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
work_keys_str_mv AT borochinpaul conditionalcorrelationnetworkdatafromthefinancialsector
AT rushstephen conditionalcorrelationnetworkdatafromthefinancialsector

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