Data for: Network Topology and Systemic Risk: Evidence from the Euro Stoxx Market

Name: Data for: Network Topology and Systemic Risk: Evidence from the Euro Stoxx Market
Creator: Ulrich Hommel
Published: 2018-04-07T07:00:58.280Z
Keywords: Finance

Hommel, Ulrich; Li, Wenwei; Paterlini, Sandra

doi:10.17632/8ktx6gxvmn.1

Data for: Network Topology and Systemic Risk: Evidence from the Euro Stoxx Market

Published: 7 April 2018| Version 1 | DOI: 10.17632/8ktx6gxvmn.1

Contributors:

Ulrich Hommel, Wenwei Li, Sandra Paterlini

Description

Our dataset consists of the daily equity volatility time series of n = 481 Euro Stoxx Total Market index companies covering 12 Eurozone countries and 19 sectors for the period between January 02, 2008 and February 15, 2016 (p = 2079 obs. for each series). Data has been obtained from Thompson Reuters Datastream and Bloomberg. The data cannot be used without the appropriate access license to these databases.

Data for: Network Topology and Systemic Risk: Evidence from the Euro Stoxx Market

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