Replication Code and Data for: "From Uncertainty to Adjustment: The Influence of the 2023 Israel–Hamas War on Latin American Stock Market Volatility.”

This is the replication code and data for “From Uncertainty to Adjustment: The Influence of the 2023 Israel–Hamas War on Latin American Stock Market Volatility.”
It includes panel data, meticulously curated by the authors.
The dataset contains:
- Baseline Models
- Cleaning
- Figures
- Outputs
- Panel Data Regression
- Raw Data
- Robustness Checks
- Tables
- Toolbox 4.2

Raw data source: Stock market indices — S&P/BVL Peru General, S&P Merval, COLCAP, S&P/CLX IPSA, IBOV, S&P/BMV IPC — from 1 January 2014 to 28 April 2024. Data retrieved from
Volatility of the returns (VOL), calculated by the authors; crude oil futures price (WTI); daily country-level exchange rate data (EX) from Bloomberg; and daily data on geopolitical risk (GPRA and GPRT indices) developed by Caldara and Iacoviello (2022), obtained from https://www.policyuncertainty.com/gpr.html.