Table 1 Variable codes, names and research period
From: Are life insurance futures a safe haven during COVID-19?
Variable code | Futures price | Variable code | Market price | Variable code | Confirmed numbers of COVID-19 | Research periods |
|---|---|---|---|---|---|---|
lp_HDFC | HDFC Life Insurance Future price | lm_IND | India Mumbai Sensex 30 stock index | lc_IND | India COVID-19 Confirmed numbers | 2020/03/02 ~ 2021/0714 |
lp _ICICI | ICICI Prudential Life Insurance Company Ltd Future price | lm _IND | India Mumbai Sensex 30 stock index | lc_IND | India COVID-19 Confirmed numbers | 2020/05/02 ~ 2021/0714 |
lp _SBIL | SBI Life Insurance Future price | lm _IND | India Mumbai Sensex 30 stock index | lc_IND | India COVID-19 Confirmed numbers | 2020/01/22 ~ 2021/0714 |
lp _TWN | China Life Insurance Future price | lm _TWN | Taiwan TWSE Capitalization Weighted Stock Index | lc_TWN | Taiwan COVID-19 Confirmed numbers | 2020/01/30 ~ 2021/07/14 |