Data for: How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence

Published: 28 May 2018 | Version 1 | DOI: 10.17632/vknbt5x7pm.1
Contributor(s):

Description of this data

The empirical analysis draws on annual data for 40 economies, divided equally into developed and developing ones. The list of advanced countries comprises Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Italy, Japan, Netherlands, New Zealand, Norway, Singapore, Spain, Sweden, Switzerland, United Kingdom, and the United States. The sample of developing countries includes Argentina, Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Malaysia, Mexico, Peru, Poland, Russia, South Africa, South Korea, Thailand, and Turkey. The investigation period spans January 2005 through December 2016. The core data set for each country consists of the US-dollar denominated price levels of the MSCI Islamic stock market index and its conventional counterpart, along with levels of political risk.

Experiment data files

This data is associated with the following publication:

How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence

Published in: International Economics

Latest version

  • Version 1

    2018-05-28

    Published: 2018-05-28

    DOI: 10.17632/vknbt5x7pm.1

    Cite this dataset

    Ahmed, Walid (2018), “Data for: How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence”, Mendeley Data, v1 http://dx.doi.org/10.17632/vknbt5x7pm.1

Categories

Financial Market

Mendeley Library

Organise your research assets using Mendeley Library. Add to Mendeley Library

Licence

CC BY 4.0 Learn more

The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.

What does this mean?

This dataset is licensed under a Creative Commons Attribution 4.0 International licence. What does this mean? You can share, copy and modify this dataset so long as you give appropriate credit, provide a link to the CC BY license, and indicate if changes were made, but you may not do so in a way that suggests the rights holder has endorsed you or your use of the dataset. Note that further permission may be required for any content within the dataset that is identified as belonging to a third party.

Report