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

Licence