stock.prices {Spillover}

Daily Stock Prices

Description

A dataset consisting of 3507 daily observations on closed price for six leading stock indices: S&P 500 (US), FTSE 100 (UK), EURO STOXX 50 (Eurozone), BOVESPA (Brazil), NIKKEI 225 (Japan) and S&P ASX 200 (Australia). EURO STOXX 50 covers 50 stocks from 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The period for this dataset is from December 31, 1999 to June 10, 2013. All series are in US Dollars.

Format

a zoo-class dataset

Examples

data(stock.prices)
head(stock.prices)  # First 6 observations
tail(stock.prices)  # Last 6 observations