Financial markets

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Replication Data: Antisemitism and Financial Markets in the Time of the Dreyfus Affair

Replication Data: Antisemitism and Financial Markets in the Time of the Dreyfus Affair

Lisa
Open Dataset
Creators: Quoc-Anh Do, Roberto Galbiati, Benjamin Marx, Miguel Ortiz Serrano
Publication Date: 2024-02-13
Creators: Quoc-Anh Do, Roberto Galbiati, Benjamin Marx, Miguel Ortiz Serrano

This dataset, hosted on Mendeley Data, contains the replication data for the study “J’Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair” (Do, Galbiati, Marx & Ortiz Serrano, 2024, Journal of Financial Economics). It includes historical financial market data and archival records used to examine how the Dreyfus Affair affected financial markets, investor behaviour, and the pricing of assets associated with Jewish financiers and firms.

U.S. and Global Financial Market Reactions to Monetary Policy

U.S. and Global Financial Market Reactions to Monetary Policy

carol.reyes.dulong
Open Dataset
Creators: Yuriy Gorodnichenko, University of California-Berkeley; Tho Pham, University of Reading; Oleksandr Talavera, University of Birmingham
Publication Date: 2022-12-05
Creators: Yuriy Gorodnichenko, University of California-Berkeley; Tho Pham, University of Reading; Oleksandr Talavera, University of Birmingham

This dataset collection integrates detailed data on U.S. monetary policy decisions, media coverage, and high-frequency financial market responses across a variety of global asset classes. It includes parsed FOMC statements and meeting minutes, sentiment and volume metrics from newspaper media coverage, and monetary policy shocks based on Swanson’s event-study methodology. Complementing these are a series of data files containing estimated intraday asset price responses covering currencies (EUR, GBP, JPY), U.S. Treasuries (IEF, IEI), inflation-protected securities (TIPS), gold, and equities, aligned with monetary policy announcement timing. These datasets enable empirical research into the transmission of monetary policy through financial markets, central bank communication, and global asset price dynamics.

Exchange-traded derivatives statistics

Exchange-traded derivatives statistics

carol.reyes.dulong
Open Dataset
Creators: BIS statistics
Publication Date: 2025-03-11
Creators: BIS statistics

The exchange-traded derivatives (XTD) statistics cover the turnover and open interest of foreign exchange and interest rate futures and options. The statistics are compiled from commercial data sources and cover contracts traded on over 50 organised exchanges.

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