Conditional Correlation Network Data from the Financial Sector
收藏Mendeley Data2026-04-18 收录
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资源简介：
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.
创建时间：
2021-08-26
