Data: Cross-Segment Credit Contagion Analysis
Published: 26 January 2026| Version 1 | DOI: 10.17632/44p9gbbhph.1
Contributor:
Seong-Min YoonDescription
Dataset used in the empirical analysis.
Files
Steps to reproduce
Weekly credit default swap (CDS) data are obtained from the Bloomberg Terminal.
Institutions
- Pusan National UniversityKumjeong-ku
Categories
Financial Contagion, Connectedness, Credit Default Swap Index
Funders
- National Research Foundation of KoreaMinistry of Science and ICTSouth KoreaGrant ID: NRF-2022S1A5A2A01045530