dy2009 {ConnectednessApproach}

Dataset of Diebold and Yilmaz (2009)

Description

For detailed information see: Diebold, F. X., & Yilmaz, K. (2009). Measuring financial asset return and volatility spillovers, with application to global equity markets. The Economic Journal, 119(534), 158-171.

Usage

data(dy2009)

Format

A zoo data.frame containing 30x1141 observations.

Source

Yahoo Finance