Click on the links to download different data sets:
Credit information from earnings calls from Mamaysky, Shen, and Wu (2024)
Country news data from Calomiris and Mamaysky JFE (2019)
COVID-19 news series data from Mamaysky (2022)
Energy data from Calomiris, Cakir Melek, and Mamaysky (2022)
Fed-implied series from Calomiris, Harris, Mamaysky, and Tessari (2022)