datasets of stock market indices.

Citation Author(s):
Enrique
González-Núñez
Luis A.
Trejo
Submitted by:
Enrique Gonzale...
Last updated:
Sun, 04/07/2024 - 01:06
DOI:
10.21227/yvfx-n484
Data Format:
*.csv (zip)
License:
Creative Commons Attribution
1733 Views
Categories:
Artificial Intelligence
Machine Learning
Financial
Keywords:
stock market index, time series data, macro economic variables
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Abstract 

The dataset tracks the performance of eight stock market indices, from six countries. The indices are: IPC, S\&P 500, DAX, DJIA, FTSE, N225, NDX, and CAC. The time period is from the 1st of June 2006 to the 31st of May 2023.The index and the FX data are sourced from Yahoo Finance, and the rest of the variables are retrieved from the OECD.

Instructions: 

The variables included in the dataset are: the daily reported stock marketindex, the quarterly reported gross domestic product (GDP), the daily reported foreignexchange rate (FX), the monthly reported consumer price index (CPI), the monthly risk-freerate (RFR), the monthly unemployment rate (UR), the monthly reported current accountto GDP rate (BOP), and the monthly reported investment rate (GFCF).

 

Potential analyses include:

 

Calculating and comparing returns
Analyzing correlations
Examining volatility and risk metrics
Studying reactions to macroeconomic events

 

 

Comments

good

Submitted by Jyothirmai Maroju on Fri, 02/02/2024 - 03:42

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