Conditional correlation network data from the financial sector.

ABSTRACT: 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 in Borochin and Rush (2022)[1].

SUBMITTER: Borochin P 

PROVIDER: S-EPMC8804203 | biostudies-literature | 2022 Apr

REPOSITORIES: biostudies-literature