Massimo Ferrari Minesso, Maria Sole Pagliari, and Frederik Kurcz, "Do 
Words Hurt More than Actions? The Impact of Trade Tensions on Financial 
Markets", Journal of Applied Econometrics, Vol. 37, No. 6, 2022, pp. 
1138-1159.

There are three data files. They are CSV files in DOS format, and they
are zipped in the file mpk-data.zip. Unix/Linux users should use
"unzip -a".

DataDaily.csv contains the daily dataset
DataWeekly.csv contains the weekly dataset
DataMonthly.csv contains the monthly dataset

Data series are labeled as follows:

Time:			Time stamp
SP500:			SP500 index
SP500China:		SP500 subindex for firms exposed to Chinese demand
ChinaStockPrice:	Chinese stock price index
EMEStockPrice:		EME stock price index
NEERUS:			USD nominal effective exchange rate
USDEUR:			Euro/dollar exchange rate
NEERCH:			RMB nominal effective exchange rate
NEEREME:		EME exchange rate nominal effective exchange rate
EMBI:			EMBI index
JPYNeer:		Japanese yen nominal effective exchange rate
CHFNeer:		Swiss frank nominal effective exchange rate
EURNeer:		Euro nominal effective exchange rate
GBPNeer:		British pound nominal effective exchange rate
ShanghaiGovBonds:	Shanghai government bond index
CBOESkew:		CBOE skewness index
VIX:			VIX index
Y2Y:			US 2 year yield
CitiSurpr:		Citi economic surprise index for the US
US10year:		US 10 year yield
CHN10yield:		Chinese 10 year yield
US1M:			US 1 month yield
US3M:			US 3 month yield
US1Y:			US 1 year index
Index_sum:		3T index baseline
Index_mean:		3T index based on mean
Index_alt:		3T index based on alternative method