Data for: Stock market reactions to domestic sentiment: Panel CS-ARDL evidence

Published: 6 June 2020| Version 1 | DOI: 10.17632/kppptn9vtg.1
Walid Ahmed


Our empirical analysis relies on monthly panel data for 29 economies, split into 15 and 14 developed and emerging market countries, respectively. Due to restricted data availability, the sample period extends from January 2003 to December 2018 for all countries. We consider two alternative composite confidence indicators, namely, business and consumer confidence indices, to proxy for domestic sentiment.