Data for: Network Topology and Systemic Risk: Evidence from the Euro Stoxx Market
| Main Author: | Hommel, Ulrich |
|---|---|
| Other Authors: | Li, Wenwei, Paterlini, Sandra |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2018
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| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/8ktx6gxvmn |
Daftar Isi:
- Our dataset consists of the daily equity volatility time series of n = 481 Euro Stoxx Total Market index companies covering 12 Eurozone countries and 19 sectors for the period between January 02, 2008 and February 15, 2016 (p = 2079 obs. for each series). Data has been obtained from Thompson Reuters Datastream and Bloomberg. The data cannot be used without the appropriate access license to these databases.