Research variables
| Variables | Notations | Frequency | Value | Data source |
|---|---|---|---|---|
| Dependent variables | ||||
| Global aggregate GSS bond index | glgss | Daily | Daily return | Bloomberg |
| Global aggregate green bond index | glgbi | |||
| Global aggregate social bond index | glsobi | |||
| Global aggregate sustainability bond index | glsubi | |||
| Independent variables (investor sentiment) | ||||
| Sentix World Economic Sentiment Index (direct) | glsentix | Monthly | Natural logarithm | Bloomberg |
| World Market turnover ratio (indirect) | glturn | |||
| Variables | Notations | Frequency | Value | Data source |
|---|---|---|---|---|
| Global aggregate GSS bond index | glgss | Daily | Daily return | Bloomberg |
| Global aggregate green bond index | glgbi | |||
| Global aggregate social bond index | glsobi | |||
| Global aggregate sustainability bond index | glsubi | |||
| Sentix World Economic Sentiment Index (direct) | glsentix | Monthly | Natural logarithm | Bloomberg |
| World Market turnover ratio (indirect) | glturn | |||
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