DDLY-Data-Appendix.pdf
Creators:
Mert Demirer
;
Francis X. Diebold
;
Laura Liu
;
Kamil Yilmaz
From the dataset abstract
We use LASSO methods to shrink, select, and estimate the high-dimensional network linking the publicly traded subset of the world's top 150 banks, 2003-2014. We characterize static...
Source: Estimating global bank network connectedness (replication data)
Metadata
Field | Value |
---|---|
Format | application/pdf |
License | CC-BY 4.0 |
URL | https://jda-test.zbw.eu/dataset/70c8e86f-98aa-41dc-b8b9-b9f1f1bb0e32/resource/b1feb23e-2a82-436f-b522-221e3f8fe969/download/ddly-data-appendix.pdf |
Last updated | November 8, 2022 |
Created | November 8, 2022 |