Research data for: Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine

Data can be used to replicate the results from the article "Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine" by Barbara Będowska-Sójka, Ender Demir, Adam Zaremba, Finance Research Letters, Volume 50, 2022, https://doi.org/10.1016/j.frl.2022.103192.Dataset consists of returns of given series in the sample period used in the study (in CSV file we denote series with tickers from the brackets):Developed Market Stocks (DMS) MSCI World IndexEmerging Market Stocks (EMS) MSCI Emerging Markets IndexGold (GOLD) S&P GSCI Gold IndexSilver (SILVER) S&P GSCI Silver IndexOil (OIL) S&P GSCI Crude Oil IndexReal Estate (RE) FTSE World REIT IndexLong-Term U.S. Bonds (USLB) U.S. Benchmark 10-Year Government Bond IndexShort-Term U.S. Bonds (SUSB) U.S. Benchmark 2-Year Government Bond IndexIslamic Stocks (IST) Dow Jones Islamic IndexIslamic Bonds (ISB) Dow Jones Sukuk IndexGreen Bonds (GRB) S&P Green Bond IndexCHF (CHF) USD/CHFEUR (EUR) USD/EURBitcoin (BTC) BitcoinEthereum (ETH) EthereumGeopolitical Risk (GPR) Daily Geopolitical Risk Index