Emerging Markets Review
ISSN: 1566-0141
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Datasets associated with articles published in Emerging Markets Review
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Two datasets covering the abnormal returns of bank acquisitions on the African continent over the period 2000-2017. Control variables include bank level data from SNL, macro-economic and institutional data from the worldbank and deal level data from SDC platinum.
Data Types:
  • Software/Code
  • Dataset
Data Types:
  • Other
  • Dataset
The file contains the returns on asset pricing factors used in the study.
Data Types:
  • Tabular Data
  • Dataset
The series are: CO2 emissions, energy consumption, GDP, industry value added, agriculture value added, FDI and urban population.
Data Types:
  • Tabular Data
  • Dataset
The spreadsheet contains the factor returns and portfolio excess returns for Asia, Eastern Europe and Latin America
Data Types:
  • Tabular Data
  • Dataset
This is the transformed data and can be used to generate the results
Data Types:
  • Tabular Data
  • Dataset
In this file we have the input data for calculating the CoVaR (Latin America financial Indices returns), fitted copulas, test statistics, and the LATAM banking system CoVaR.
Data Types:
  • Tabular Data
  • Dataset