StockFXBond20042006: Stock, bond, and foreign exchange data 2004-2006

Description Usage Format Details Source References Examples

Description

Daily quotes form 2004-01-02 to 2006-09-01

Usage

1

Format

A data frame with 673 observations on the following 34 variables.

Date

a character vector

DATE

a character vector

Three_month_treasury

a numeric vector

GM_Volume

a numeric vector

GM_AC

a numeric vector

F_Volume

a numeric vector

F_AC

a numeric vector

UTX_Volume

a numeric vector

UTX_AC

a numeric vector

CAT_Volume

a numeric vector

CAT_AC

a numeric vector

MRK_Volume

a numeric vector

MRK_AC

a numeric vector

PFE_Volume

a numeric vector

PFE_AC

a numeric vector

IBM_Volume

a numeric vector

IBM_AC

a numeric vector

MSFT_Volume

a numeric vector

MSFT_AC

a numeric vector

C_Volume

a numeric vector

C_AC

a numeric vector

XOM_Volume

a numeric vector

XOM_AC

a numeric vector

SP_AC

a numeric vector

S&P_Volume

a numeric vector

1 year Treasury Constant Maturity Rate

a numeric vector

3-Year Treasury Constant Maturity Rate

a numeric vector

10 year Treasury Constant Maturity Rate

a numeric vector

30 year Treasury Constant Maturity Rate

a numeric vector

Aaa Bond Yield

a numeric vector

Baa Bond Yield

a numeric vector

$/Euro

a numeric vector

Yen/$

a numeric vector

Brazil Real/$

a numeric vector

Details

Dataset used in:
16.10 R Lab
17.9 R Lab

Source

David Ruppert's textbook web page:
http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html

References

Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer 2010

Examples

1
2

sdafe documentation built on May 31, 2017, 2:14 a.m.