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Baele, L., Bekaert, G., Inghelbrecht, K., and Wei, M. Flights to safety. Review of Financial Studies 33(2), Feb 2020
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Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3204192
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NameCode
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United StatesUS
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GermanyBD
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Unitied KingdomUK
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SwitzerlandSW
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JapanJP
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CanadaCN
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SwedenSD
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AustraliaAU
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DenmarkDK
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FranceFR
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BelgiumBG
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ItalyIT
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New ZealandNZ
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NetherlandsNL
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IrelandIR
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SpainES
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AustriaOE
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Czech RepublicCZ
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FinlandFN
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GreeceGR
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NorwayNW
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PolandPO
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PortugalPT
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Sample:
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Start:2/01/1980
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End:17/05/2021
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