GoldStocksBonds {BEKKs}R Documentation

Gold stock and Bond returns

Description

Trivariate data set consisting of daily gold, S&P 500 and U.S. Treasury Bond Future returns from October 1991 to October 2021.

Usage

data("GoldStocksBonds")

Format

A time series matrix of class mts 7346 observations on the following 3 variables.

Gold

a numeric vector

S&P 500

a numeric vector

US Treasury Bond Future

a numeric vector

Source

Yahoo Finance.

Examples

data(GoldStocksBonds)
## maybe str(GoldStocksBonds) ; plot(GoldStocksBonds) ...

[Package BEKKs version 1.4.4 Index]