Data: Tail dependency in developed bond markets: A multi-stage and quantile-based analysis

Published: 8 December 2025| Version 1 | DOI: 10.17632/246h2d8g9s.1
Contributor:
Seong-Min Yoon

Description

Dataset used in the empirical analysis

Files

Steps to reproduce

The data can be downloaded free of charge from public websites or https://finance.yahoo.com/.

Institutions

Categories

Quantile Regression, Economic Dependence, Wavelet

Funders

Licence