Data & Codes

We provide Distress Insurance Premium (DIP) data for some macro-economic systems. They are split into sovereign and financials. Each file contains the DIP for each entity in that macro-region, and the aggregate DIP. We also provide codes to replicate our DIPs and the timeline of sovereign and banking shocks used in Manzo and Picca, “The Impact of Sovereign Shocks” (2016)

Data (coming soon)

  • Sovereign Systemic Risk
  • Financial Systemic Risk
    • U.S.
    • Europe
    • Asia
    • Latin America

Codes (Matlab)