Data underlying the publication: The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return

This dataset facilitates an analysis of the impact of the recent Israel-Hamas conflict on the stock market performance of U.S. defense companies, as measured by the returns of defense-sector Exchange-Traded Funds (ETFs). The conflict is quantified using variables such as a binary "attack" indicator, casualty counts, and the intensity of Google search activity related to the war. Additionally, the dataset incorporates a comprehensive set of control variables, including interest rates, exchange rates, oil prices, inflation rates, and factors related to the Ukraine conflict, ensuring a robust framework for evaluating the effects of this geopolitical event.

本数据集旨在分析近期以色列-哈马斯冲突对美国国防企业股市表现的影响，该影响以国防板块交易所交易基金（Exchange-Traded Funds，ETFs）的收益率为衡量指标。该冲突通过多项变量实现量化，包括二元“袭击”指示变量、伤亡人数，以及与本次战事相关的谷歌搜索活动强度。此外，本数据集纳入了一套全面的控制变量，涵盖利率、汇率、原油价格、通胀率，以及与乌克兰冲突相关的各类因素，以此构建起稳健的分析框架，用以评估这一地缘政治事件的影响。