Jens Klose
;
Peter Tillmann

covid-19 and financial markets: a panel analysis for european countries (data)

The data set presented here provides granular data on monetary, fiscal and European policy responses to the first wave of the Covid-crisis for a large set of 29 European countries. Collecting data from mainly offcial sources like central banks or fiscal authorities, more than 400 events are identified where policy was eased in response to the pandemic. The data can be used to per- form e.g. event studies of policy responses to macroeconomic fundamentals. We have used this data set to investigate the in uence on daily changes in financial market variables. Those, among with other control variables measuring lockdowns and the numbers of Covid-cases in the respective countries and the rest of the world, are also provided.

Data and Resources

Suggested Citation

Klose, Jens; Tillmann, Peter (2021): COVID-19 and Financial Markets: A Panel Analysis for European Countries (data). Version: 1. Journal of Economics and Statistics. Dataset. http://dx.doi.org/10.15456/jbnst.2021047.184746

JEL Codes