Results from Crisis transmission: visualizing vulnerability

Results from Crisis transmission: visualizing vulnerability

In this results file we include transmission and vulnerability indices estimated using DY12 rolling analysis. We also include 10 base and 900 base crisis classifications indices gauged from Kohonens self organizing cluster analysis, using Diebold and Yilmaz rolling estimates as input data.

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Bibliographische Detailangaben
1. Verfasser: Islam, Raisul
Format: Dataset
Sprache:eng
Schlagworte:
Deep Learning
Financial Contagion
Financial Econometrics
Financial Economics
Systemic Risk Analysis
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Beschreibung
Zusammenfassung:In this results file we include transmission and vulnerability indices estimated using DY12 rolling analysis. We also include 10 base and 900 base crisis classifications indices gauged from Kohonens self organizing cluster analysis, using Diebold and Yilmaz rolling estimates as input data.
DOI:10.17632/f73z26j6g3