stock.prices

<p>A dataset consisting of 3507 daily observations on closed price for six leading stock indices: 
S&amp;P 500 (US), FTSE 100 (UK), EURO STOXX 50 (Eurozone), BOVESPA (Brazil), NIKKEI 225 (Japan) and
S&amp;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.</p>

dataset

A user-friendly tool for estimating both total and directional connectedness spillovers based on Diebold and Yilmaz (2009, 2012). It also provides the user with rolling estimation for total and net indices. User can find both orthogonalized and generalized versions for each kind of measures. See Diebold and Yilmaz (2009, 2012) find them at  <doi:10.1111/j.1468-0297.2008.02208.x> and <doi:10.1016/j.ijforecast.2011.02.006>.

stock.prices: Daily Stock Prices

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