OtherReturns

<p>This data set consists of daily time series of market
  returns (Nifty index and S&amp;P 500 index), currency returns (USD/INR),
  and call money rate.</p>
<p>The data series is a daily time-series zoo object. All series are in
  per cent.</p>

A platform for conducting event studies (Fama, Fisher,
Jensen, Roll (1969) <doi:10.2307/2525569>) and for
methodological research on event studies. The package
supports market model, augmented market model, and excess
returns methods for data modelling along with Wilcox,
classical t-test, and Bootstrap as inference procedures.

Chirag Anand

eventstudies

Event Study Analysis

Vikram Bahure

Vimal Balasubramaniam

Shekhar Harikumar

Sargam Jain

Ajay Shah

OtherReturns function

Data set containing daily returns of Nifty index, USD INR, call momey
  rate, and S&amp;P 500 index — OtherReturns

Data set containing daily returns of Nifty index, USD INR, call momey
  rate, and S&amp;P 500 index

OtherReturns: Data set containing daily returns of Nifty index, USD INR, call momey rate, and S&P 500 index

Description

Usage

Arguments