intqrt: intqrt

Description Usage Format Notes Source Examples

Description

Wooldridge Source: From Salomon Brothers, Analytical Record of Yields and Yield Spreads, 1990. The folks at Salomon Brothers kindly provided the Record at no charge when I was an assistant professor at MIT. Data loads lazily.

Usage

1
data('intqrt')

Format

A data.frame with 124 observations on 23 variables:

Notes

A nice feature of the Salomon Brothers data is that the interest rates are not averaged over a month or quarter – they are end-of-month or end-of-quarter rates. Asset pricing theories apply to such “point-sampled” data, and not to averages over a period. Most other sources report monthly or quarterly averages. This is a good data set to update and test whether current data are more or less supportive of basic asset pricing theories.

Used in Text: pages 405-406, 641, 646-647, 650, 652, 672, 673

Source

https://www.cengage.com/cgi-wadsworth/course_products_wp.pl?fid=M20b&product_isbn_issn=9781111531041

Examples

1

JustinMShea/wooldRidge documentation built on May 13, 2018, 1:26 p.m.