Testing for Speculative Bubbles using Spot and Forward Prices
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https://research.lancaster-university.uk/en/datasets/7cc9445f-1aa0-4b0a-8293-3f82e3a1565b
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资源简介：
The data on weekly German mark-US dollar spot and forward exchange rates
were taken from Einzig P. (1937) ‘The Theory of Forward Exchange’, London:
Macmillan. Data on monthly British pound-US dollar spot and forward
exchange rates are publically available from the Bank of England website:
http://www.bankofengland.co.uk/. Data on the S&P 500 price index and
S&P 500 dividends are publically available from Robert Shiller’s
website: http://www.econ.yale.edu/~shiller/data.htm. Data on S&P 500
futures prices are available from Bloomberg.
提供机构：
Lancaster University
创建时间：
2016-06-14
