Select the dataverse to which you want to add the new dataset:
Share this dataset on your favorite social media networks.
Będowska-Sójka, Barbara; Ender Demir; Adam Zaremba, 2023, "Research data for: Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine", https://doi.org/10.18150/BGXXWH, RepOD, V1
Learn about Data Citation Standards.
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):
Geopolitical risk hedging, Russia-Ukraine war, Invasion, Financial markets, Wavelet coherence analysis, Co-movement
"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://www.sciencedirect.com/science/article/pii/S1544612322003981 doi: 10.1016/j.frl.2022.103192
CC0 Creative Commons Zero 1.0
Please select a file or files to be deleted.
The file(s) will be deleted after you click on the Delete button.
Files will not be removed from previously published versions of the dataset.
Please select a file or files to be edited.
For selected file(s) set a license to
Please select a file or files to be downloaded.
Please select a file or files for access request.
Please select restricted file(s) to be unrestricted.
You need to Log In/Sign Up to request access to this file.
Please confirm and/or complete the information needed below in order to continue.
Asterisks indicate required fields
Access to file(s) subject to additional consent under following conditions:
The restricted file(s) selected may not be downloaded because you have not been granted access.
Click Continue to download the files you have access to download.
Are you sure you want to delete this dataset and all of its files? You cannot undelete this dataset.
Are you sure you want to lift the embargo?
Once you lift the embargo, you will not be able to set it again.
Are you sure you want to delete this draft version? Files will be reverted to the most recently published version. You cannot undelete this draft.
Use a Private URL to allow those without Dataverse accounts to access your dataset. For more information about the Private URL feature, please refer to the User Guide.
Private URL has not been created.
Are you sure you want to disable the Private URL? If you have shared the Private URL with others they will no longer be able to use it to access your dataset.
You will not be able to make changes to this dataset while it is in review.
This dataset cannot be published until Poznań University of Economics and Business is published. Would you like to publish both right now?
Once you publish this dataset it must remain published.
Are you sure you want to republish this dataset?
Select if this is a minor or major version update.
This dataset cannot be published until Poznań University of Economics and Business is published by its administrator.
This dataset cannot be published until Poznań University of Economics and Business and RepOD are published.
Are you sure you want to deaccession? The selected version(s) will no longer be viewable by the public.
RepOD Support
Please fill this out to prove you are not a robot.