This paper examines the financial stability of banks that issued securitizations in the European market from 2000 to 2017. We use novel event study methodology and find that securitization has a posit

NIAID Data Ecosystem10

Largest ten components of deviating eigenvectors in period from 02/04/2003 to 25/12/2006.

金融网络分析

股票相关性研究

Largest ten components of , , , and by the average ranks of the eigenvector components taken over the moving windows with ending dates from 02/04/2003 to 25/12/2006. The eigenvectors are obtained from

Figshare2015-12-02 更新10

Cascading failure and systemic risk: A perspective of tail risk network.zip

系统性风险

尾部风险网络

This is the publicly available dataset for the paper "Cascading failure and systemic risk: A perspective of tail risk network" submitted to the journal Entropy.

DataCite Commons2024-06-11 更新40

Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market"

系统性风险

金融网络分析

Replication Package for article "A Co-Jump Network Approach to Systemic Risk Measurement: Evidence from the U.S. Financial Market", includes readme file, main code and data.

Mendeley Data10