Month-end price data of stock and bond indices and gold.
data(MultiAsset)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.
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:
United States: S & P 500 Index (Equity)
United States: Russell 3000 Index (Equity)
Germany: DAX (XETRA) Index (Equity)
United Kingdom: FTSE 100 Index (Equity)
Japan: Nikkei 225 Index (Equity)
iShares: MSCI Emerging Markets Index (Equity)
United States: Dow Jones CBOT Treasury Index (Bonds)
Germany: REX-Performance Index (Bonds)
United Kingdom: Gilt All Index (Bonds)
United States: SPDR Gold Shares (Commodities)