Replication Data for Financial Risk and Bond-Stock Dependence Study

Replication data and code for the paper 'Financial Risk, Policy Uncertainty, and Reversals in Bond–Stock Dependence' by Wang, Wu, and Chang. The dataset, harvested from Borealis, was last updated on 2026-07-18. It is intended to replicate the tables and figures from the associated academic publication.

Use Cases

• Replicate econometric analyses on bond-stock dependence based on the described study.
• Study the impact of financial risk on asset correlations using the provided replication framework.
• Investigate the role of policy uncertainty in market dynamics as outlined in the source paper.
• Validate the statistical findings and figures from the original academic publication.

Strengths

• Data is directly linked to a specific, peer-reviewed academic publication for verification.
• Includes replication code alongside data, facilitating reproducibility of results.
• Last update timestamp (2026-07-18) is precisely recorded.

Limitations

• Description metadata is limited; actual data quality requires manual inspection after download.
• Column-level documentation is absent; field semantics must be inferred after download.
• Row count, file formats, and data scale are unknown, which may limit suitability assessment.

Provenance

Source

Borealis Harvested Dataverse

Collection Method

Created by author Wang, Yi-chiuan to replicate a specific academic paper.

Freshness

Last updated 2026-07-18 04:10:25; freshness should be verified.