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Monitoring the Dynamic Networks of Stock Returns
The dataset is used to study the connection between the companies in the Swedish capital market. It contains 28 companies included in the determination of the market index OMX30. -
Financial Networks Using Quantile Regression and Granger Causality
The dataset used in this paper is a collection of stock returns of large U.S. and Indian firms. It is used to estimate financial networks using Granger causality and quantile...