StocksBonds {BEKKs}R Documentation

Daily stock and Bond returns

Description

Bivariate data set consisting of daily S&P 500 bond and MSCI World returns from December 1995 to December 2019.

Usage

data("StocksBonds")

Format

A time series matrix of class mts with 6073 observations on the following 2 variables.

S&P 500 Bonds

a numeric vector

MSCI World

a numeric vector

Source

Yahoo Finance.

Examples

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

[Package BEKKs version 1.4.4 Index]