DDLY-Data-Appendix.pdf
Creators:
Mert Demirer
;
Francis X. Diebold
;
Laura Liu
;
Kamil Yilmaz
From the dataset abstract
We use LASSO methods to shrink, select, and estimate the high-dimensional network linking the publicly traded subset of the world's top 150 banks, 2003-2014. We characterize static...
Source: Estimating global bank network connectedness (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/d17b6962-c45d-496b-ac52-df12aca13de3/resource/3fa5bb57-d182-447c-8ac8-8a3b1b20bb13/download/ddly-data-appendix.pdf |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
