idiosyncratic_full_sample.csv
Creators:
Christian Gross
;
Pierre L. Siklos
From the dataset abstract
We use a factor model and elastic net shrinkage to model a high-dimensional network of European credit default swap (CDS) spreads. Our empirical approach allows us to assess the joint...
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/594e674a-7fc9-4f5a-afbf-13d1c9860b3c/resource/4b96fd10-e7fa-4591-9100-66899bb5f26d/download/idiosyncratic_full_sample.csv |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
