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

Published: 7 April 2018| Version 1 | DOI: 10.17632/8ktx6gxvmn.1
Ulrich Hommel,
Wenwei Li,
Sandra Paterlini


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.