2026-10-12T03:09:50Z https://www.scidb.cn/oai

10.57760/sciencedb.j00214.00105 2025-01-08T16:25:12Z

2025-01-08 Return and Risk Data of Chinese Listed Financial Institutions from 2017 to 2023 doi:10.57760/sciencedb.j00214.00105 en The dataset contains the following folders: File return_risk: Among them, ES_full_99.csv is the daily expected loss data of Chinese listed financial institutions, and the daily logarithmic return data of totals. xlsx. The duration is from 1/3/2017 to 7/21/2023, listed as stock market code. File return_risk: where total ogreturn. xlsx represents the expected loss data of Chinese listed financial institutions, and total ogreturn. xlsx represents the logarithmic return data. File return_net: The time-varying yield network obtained by the model. File ESfull99: The time-varying expected loss network obtained by the model. File network_character: Characteristics of time-varying yield network (weizheng. csv) and time-varying expected loss network (zongzheng. csv) The file Figure_data is the data file for the graphics in the article. The file code is the result code of the article.  Local Gaussian correlation; Semi parametric method; Multi layer network; Tail risk ; Risk spillover Ren Xiaohang Fu Chenjia lingzhou PUBLIC https://creativecommons.org/licenses/by-nc-nd/4.0/ dataset Science Data Bank