Dataset for “The Interaction Between Sovereign Risk, Global Volatility, and Domestic Stock Returns: An Indonesian Case Study"

Name: Dataset for “The Interaction Between Sovereign Risk, Global Volatility, and Domestic Stock Returns: An Indonesian Case Study"
Creator: Universitas Pendidikan Indonesia
Published: 2025-01-01T00:00:00+08:00

Harvard Dataverse2025-01-01 更新2026-04-09 收录

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数据链接：

https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/DVBOYU 数据链接链接失效反馈

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资源简介：

This dataset contains monthly and quarterly time-series data from 2012 to 2024 for Indonesian sovereign credit risk (∆CDS), global volatility (VIX), international equity proxy (MSCI World Index), Indonesia Stock Exchange Composite Index (IHSG), exchange rate (USD/IDR), and inflation. The dataset supports the empirical analysis in the article titled “The Interaction Between Sovereign Risk, Global Volatility, and Domestic Stock Returns: An Indonesian Case Study.

提供机构：

Universitas Pendidikan Indonesia

创建时间：

2025-01-01