SectorData_DungeyRenault.xlsx
Creators:
Mardi Dungey
;
Eric Renault
From the dataset abstract
Identifying contagion effects during periods of financial crisis is known to be complicated by the changing volatility of asset returns during periods of stress. To untangle this we...
Metadata
| Field | Value |
|---|---|
| Format | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/44a3194e-98b0-440f-8a97-0037fc5be54d/resource/efaa53e8-e5ed-4e6a-bf56-8891707cb352/download/sectordata_dungeyrenault.xlsx |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
