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

Published: 24 Sep 2019 | Version 1 | DOI: 10.17632/nbjmv2pk25.1
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Description of this data

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.

Experiment data files

This data is associated with the following publication:

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

Published in: North American Journal of Economics and Finance

Latest version

  • Version 1

    2019-09-24

    Published: 2019-09-24

    DOI: 10.17632/nbjmv2pk25.1

    Cite this dataset

    Zhuang, Xintian; Zhang, Weiping; Lu, Yang (2019), “Data for: Spatial spillover effects and risk contagion around G20 stock markets based on volatility network ”, Mendeley Data, v1 http://dx.doi.org/10.17632/nbjmv2pk25.1

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Categories

Econometric Modeling, Network Complexity, Econometric Software

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