Data for: Spatial spillover effects and risk contagion around G20 stock markets based on volatility network

Published: 24-09-2019| Version 1 | DOI: 10.17632/nbjmv2pk25.1
Contributors:
Xintian Zhuang,
Weiping Zhang,
Yang Lu

Description

The data sets are estimation results of GARCH-BEKK model. And through the Wald Test results, we can measure the volatility spillover relationship between any stocks.

Files