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stressr (version 1.0.0)

getSecuritizationMarkets: Get securitization markets stress components

Description

Downloads FRB financial stress index component data.

Usage

getSecuritizationMarkets(s = NULL)

Arguments

s
the list of class stress from previous queries, or NULL to perform new query

Value

A list of class stress

Details

Downloads the Cleveland FRB data products for financial stress index components daily time series. Component values include
  • residential MBS spread
  • commercial MBS spread
  • asset-backed security spread

See Also

getStressData getEquityMarkets getCreditMarkets getFundingMarkets getForeignExchangeMarkets getRealEstateMarkets

Examples

Run this code
## Not run: 
# getSecuritizationMarkets()
# ## End(Not run)

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