FRAPO (version 0.3-7)

MultiAsset: Multi Asset Index Data

Description

Month-end price data of stock and bond indices and gold.

Usage

data(MultiAsset)

format

A data frame with 85 month-end observations of stock and bond indices and gold, represented by the ETF SPDR Gold. The sample starts at 2004-11-30 and ends in 2011-11-30.

source

http://finance.yahoo.com/

Details

The data set has been obtained from Yahoo Finance and hereby the unadjusted closing prices have been retrieved. If a month-end value was not reported, the value of the previous day has been used. The Yahoo mnemonics with the respective item description are listed below: [object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

Examples

data(MultiAsset)