idiosyncratic_full_sample.csv
Creators:
Christian Gross
;
Pierre L. Siklos
From the dataset abstract
We use a factor model and elastic net shrinkage to model a high-dimensional network of European credit default swap (CDS) spreads. Our empirical approach allows us to assess the joint...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/fadc5649-e8f2-4982-b11d-726bb328fe0b/resource/7740e6be-605e-4cf4-ab24-065bed368b28/download/idiosyncratic_full_sample.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
