global_returns_data: Dataset of global financial index returns

Description Usage Format

Description

Daily returns for a broad set of national equity and other major financial indices, such as oil prices and option-implied equity volatilities

Usage

1

Format

A dataframe with 4641 observations 38 variables

country X

daily equity returns of the predominant national equity index of country X

gsci

daily return of the Goldman Sachs Commoditity Index (GSCI)

brent.crude

daily return of the nearest Brent Crude Oil futures contract

msci.world

daily return of the MSCI World equity index

global.volatility

daily percent change in a "global equity volatility index", which is a simple average of the VIX, VDAX, and Nikkei 225 volatility indices

@source www.quandl.com


bhuston/bhustonUtils documentation built on May 12, 2019, 8:29 p.m.