Data: Cross-Segment Credit Contagion Analysis

Published: 26 January 2026| Version 1 | DOI: 10.17632/44p9gbbhph.1
Contributor:
Seong-Min Yoon

Description

Dataset used in the empirical analysis.

Files

Steps to reproduce

Weekly credit default swap (CDS) data are obtained from the Bloomberg Terminal.

Institutions

Categories

Financial Contagion, Connectedness, Credit Default Swap Index

Funders

Licence