Data for: Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions

Published: 18 Aug 2019 | Version 1 | DOI: 10.17632/br4r55dkc3.1

Description of this data

This dataset includes the stock prices of 45 Chinese financial institutions and the Fama and French (1993)'s three factors in Chinese stock market. The stock prices of 45 institutions are obtained from the Wind dataset, while the three factors are gained from the CSMAR dataset. The time span of these data is from December 31st, 2004, to November 30, 2016.

Experiment data files

This data is associated with the following publication:

Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions

Published in: Emerging Markets Review

Latest version

  • Version 1

    2019-08-18

    Published: 2019-08-18

    DOI: 10.17632/br4r55dkc3.1

    Cite this dataset

    Zhu, Xiaoqian; Li, Jianping; Li, Jingyu; Yao, Yanzhen (2019), “Data for: Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions”, Mendeley Data, v1 http://dx.doi.org/10.17632/br4r55dkc3.1

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Downloads: 10

Categories

Financial Institution, Financial Risk Management, Financial Contagion, Stock Price

Licence

CC BY NC 3.0 Learn more

The files associated with this dataset are licensed under a Attribution-NonCommercial 3.0 Unported licence.

What does this mean?
You are free to adapt, copy or redistribute the material, providing you attribute appropriately and do not use the material for commercial purposes.

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