Data: Asymmetric impact of global uncertainty on emerging market sovereign credit risk

Description

Dataset used in the empirical analysis.

Steps to reproduce

All indices are sourced from CBOE and ICE/Bloomberg.

Institutions

• Pusan National University

  Kumjeong-ku

Categories

Funders

• National Research Foundation of Korea

  Ministry of Science and ICT

  South Korea

  Grant ID: NRF-2022S1A5A2A01045530

Licence