Data underlying the publication: The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return

doi:10.4121/d8deb768-0d23-4330-adf9-3506b641088e.v1
The doi above is for this specific version of this dataset, which is currently the latest. Newer versions may be published in the future. For a link that will always point to the latest version, please use
doi: 10.4121/d8deb768-0d23-4330-adf9-3506b641088e
Datacite citation style:
Klomp, Jeroen (2024): Data underlying the publication: The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return. Version 1. 4TU.ResearchData. dataset. https://doi.org/10.4121/d8deb768-0d23-4330-adf9-3506b641088e.v1
Other citation styles (APA, Harvard, MLA, Vancouver, Chicago, IEEE) available at Datacite
Dataset

This dataset facilitates an analysis of the impact of the recent Israel-Hamas conflict on the stock market performance of U.S. defense companies, as measured by the returns of defense-sector Exchange-Traded Funds (ETFs). The conflict is quantified using variables such as a binary "attack" indicator, casualty counts, and the intensity of Google search activity related to the war. Additionally, the dataset incorporates a comprehensive set of control variables, including interest rates, exchange rates, oil prices, inflation rates, and factors related to the Ukraine conflict, ensuring a robust framework for evaluating the effects of this geopolitical event.

history
  • 2024-11-28 first online, published, posted
publisher
4TU.ResearchData
format
.txt
organizations
Development Economics Group, Wageningen University & Research.
Netherlands Defence Academy.

DATA

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