Data: The impact of financial uncertainty on the price dynamics of global bond funds

Published: 12 May 2025| Version 1 | DOI: 10.17632/zggf8pth3h.1
Contributor:
Seong-Min Yoon

Description

The data are used to examines the impact of financial uncertainty shocks on the return and volatility dynamics of global bond funds using four key indicators: The VIX (equity market volatility), MOVE (bond market volatility), GPR (geopolitical risk), and CBDCU (central bank digital currency uncertainty).

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Institutions

Pusan National University

Categories

Decision Making under Uncertainty

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