Eikon
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Abstract
Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets. It covers all the major financial markets – equity, fixed income, commodities, foreign exchange – and provides effective compliance and risk management, investment management and wealth management solutions. The content and analytics package includes pricing data, financial research, global financial news and commentary, financial estimates, fundamentals analysis, and visual analysis through charting. It comprises all the Thomson 1 legacy products as well as IBES, Datastream, Worldscope.
Research Area
Financial Institutions
Systemic Risk Lab
Systemic Risk Lab
Keywords
spatial garch, network, risk spillover, financial spillover, var estimation, financial networks, bayesian inference, sparsity, spike-and-slab prior, stochastic search variable selection, expectation-maximisation
JEL Classification
C58, G10
Working Paper References
Topic
Trading and Pricing
Financial Markets
Systematic Risk
Financial Markets
Systematic Risk
Publication Type
Research Data
Link to Publication
Collections
- External Research Data [777]