Dataset 2 — NEPSE Index Daily Closing Prices

In this data set, there are closing prices of the Nepal Stock Exchange (NEPSE) Index over a consistent span of twenty years from April 2004 to April 2024. This NEPSE Index is the leading benchmark of the equity market in Nepal and is the only national representative of the stock market performance indicator in the country. This data set has been constructed to study the dynamics of NEPSE volatility, cross-border financial contagion with the countries in its neighbourhood, and the long-term behavior of a frontier stock market. In each row of the data set, there is one day of trading along with its NEPSE closing index. The NEPSE is captured through this data during the occurrence of many economic events such as the global financial crisis of 2008, Nepal Earthquake in 2015, trade embargo of 2015-16, and coronavirus pandemic of 2020.