Data · dataset · 2026
What Drives Financial Contagion? Identifying the Dominance and Shift of Transmission Channels Across Global Equity Markets
Listed in Teesside University Research Data Repository
Replication data and R code for "What Drives Financial Contagion?
Description
Identifying the Dominance and Shift of Transmission Channels Across Global Equity Markets". Includes daily returns for 18 G20 markets, thirteen channel proxy series, NFCI data, and the full analysis pipeline.
See README for details.
Links
Where it is published
- DOI doi.org/10.17632/7xxcsr6kc6.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Applied economics · Earth & Environmental Science · Economics & Finance · Financial econometrics
Provenance · 1 source records, 9 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/7xxcsr6kc6.1 | 6 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].anzsrc:field:350203 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Financial Econometrics'] |
| concepts[field].anzsrc:group:3801 | mapping · researchdata tees ac uk | vocabulary-mapper@1.0.0 | keywords['Applied Economics'] |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |