R/data.R

In psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis

#' S&P 500 price to dividend ratio
#'
#' S&P 500 price to dividend ratio: January 1973-- July 2017
#'
#'
#' @format A tibble
#' @source Datastream International.
#' @keywords datasets
#' @examples
#' head(snp)
#'
"snp"

#' Credit risk in the European sovereign sector
#'
#' Credit risk in the European sovereign sector: June 1997--June 2016. Proxied by
#' an index constructed as a GDP weighted 10-year government bond yield of the
#' GIIPS (Greece, Ireland, Italy, Portugal, and Spain) countries.
#'
#' @format A tibble
#' @source Datastream International.
#' @keywords datasets
#' @examples
#' head(spread)
#'
"spread"