Bank failures public data + code
Published: 29 November 2024| Version 1 | DOI: 10.17632/xcp54dhfs6.1
Contributors:
Václav Brož, Description
This is a dataset for the research on bank failures by Václav Brož and Petr Teplý.
Files
Steps to reproduce
The main code is in R. I share all publicly available data - on bank failures, and variables capturing potential factors related to market reaction to bank failures. Please note that data on stock prices cannot be shared as Yahoo Finance offers paid subscription plans.
Institutions
Vysoka Skola Ekonomicka v Praze Fakulta financi a ucetnictvi
Categories
Banking, Financial Crisis, Event Study, Volatility
Funding
Grantová Agentura České Republiky
24-10008S