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.