Dataset for "The Concentration-Fragility Nexus: Early-Warning Systems and Portfolio Implications in Concentrated Markets"

Our dataset spans from January 1, 2020, to October 31, 2024, comprising 1,218 daily observations. The data encompasses a wide range of asset classes to provide a holistic view of the financial system: Equity Markets: S&P 500, NASDAQ-100, and Russell 2000 indices; individual stock data for market capitalization calculations; and sector-specific ETFs (XLK, XLF, XLE, XLV, XLI, XLP, XLY, XLU, XLB, XLRE, XLC). Fixed Income: U.S. Treasury yields (2-year, 5-year, 10-year, 30-year), investment-grade corporate bond spreads (LQD), high-yield spreads (HYG), and TIPS breakeven inflation rates. Commodities: Gold (GLD), Silver (SLV), Crude Oil (USO), Natural Gas (UNG), and a broad agricultural commodity index (DBA). Cryptocurrencies: Bitcoin and Ethereum prices, total cryptocurrency market capitalization, and indices for Decentralized Finance (DeFi) and Non-Fungible Tokens (NFTs).