Data for: Feedback Spillover Dynamics of Crude Oil and Global Assets Indicators: A System-wide Network Perspective

Published: 26-04-2021| Version 1 | DOI: 10.17632/bp3t44hykb.1
Contributor:
Vipul Singh

Description

In addition to the crude oil data, the data of Equity, Forex, and Commodities is collected from Bloomberg, while Bond market data is extracted from Thomson Reuter. The index used for the purpose is the clean price index. The stock market includes major countries France, Japan, China, the US, and the UK. Currency market includes major exchange pairs EURUSD, JPYUSD, GBPUSD, CADUSD, and AUDUSD. Commodity comprises Copper, Gold, Wheat, Soybean, and Corn. Bonds contains 10-year clean price index of US, Japan, China, UK, and France.

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