raw_data.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/f8fc764e-f42e-4f80-a37d-bbb0e516ae5a/download/raw_data.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
