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.本数据集包含基于股票收益率与交易量同步知情交易概率（Volume Synchronized Probability of Informed Trading）估算得到的滚动条件相关网络。样本仅涵盖1996年至2012年间规模最大的104家金融机构。该数据集曾被用于银行业系统性风险的分析。