Return and Risk Data of Chinese Listed Financial Institutions from 2017 to 2023

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.