Financial Market Spillover Dataset

kaggle2025-09-10 更新2026-01-10 收录

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资源简介：

Fuzzy risk exposure and volatility transmission across markets

跨市场模糊风险敞口与波动传导

创建时间：

2025-09-10

Spillovers Across U.S. Financial Markets

Movements in the prices of different assets are likely to directly influence one another. This paper develops a model that identifies the contemporaneous interactions between asset prices in U.S. fina

NBER2003-04-01 更新80

Volatility Spillover and Risk Measurement of Southeast Asian Financial Markets

historical data set for ASEAN-5 stock price index, analysing data, output for error correction model, and VaR Calculation

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QE, Collateral Constraints, and Financial Spillovers

The steady application of Quantitative Easing (QE) has been followed by big and non-monotonic effects on international asset prices and capital flows. We rationalize these observations in a model in w

ICPSR2020-01-01 更新10

Volatility Spillover and Risk Measurement of Southeast Asian Financial Markets

historical data set for ASEAN-5 stock price index, analysing data, output for error correction model, and VaR Calculation

NIAID Data Ecosystem00

Financial Spillovers and Macroprudential Policies

We estimate the impact of the extensity of macroprudential policies on the correlation of the policy interest rates between the center economies (CEs, i.e., the U.S., Japan, and the Euro area), and th

NBER2017-12-01 更新70