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

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.

本实证分析基于40个经济体的年度数据，这些经济体被均等地划分为发达国家和发展中国家。发达国家名单包括澳大利亚、奥地利、比利时、加拿大、丹麦、芬兰、法国、德国、香港、意大利、日本、荷兰、新西兰、挪威、新加坡、西班牙、瑞典、瑞士、英国和美国。发展中国家的样本包括阿根廷、巴西、智利、中国、哥伦比亚、捷克共和国、埃及、希腊、匈牙利、印度、印度尼西亚、马来西亚、墨西哥、秘鲁、波兰、俄罗斯、南非、韩国、泰国和土耳其。研究期间为2005年1月至2016年12月。每个国家的核心数据集包括摩根士丹利资本国际（MSCI）伊斯兰股票市场指数及其传统等值指数的美元计价价格水平，以及政治风险水平。