Impact of environmental, social, and corporate governance responsibility factors on public companies' cost of capital in emerging markets

Data required to perform econometrical analysis using R tools. Dataset is created to test the influence of environmental, social, and corporate governance responsibility factors (ESG) on public companies' cost of capital in emerging markets (in EMEA and Latin America countries). Data is presented in sheets: MSCI EM sheet refers to total sample, MSCI EM NONFINAN - sample excluding financial firms, CRP is necessary to calculate cost of equity on COFEQUITY CALC sheet, EMEA/LATAM_List /Hard/Reg are intermediate sheets for obtaining final REG_ALL. On REG_ALL each variable is grouped by color (dependent/independent variables, variables of interest, etc.).