School of Business and Economics

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RS: 91 day Treasury Bill rate, monthly, March 1952 to December 2005 (648 observations)

RS

R20: Yield on 20 Year UK Gilts, monthly, March 1952 to December 2005 (648 observations)

R20

RSQ: 91 day Treasury Bill rate, quarterly, 1952Q1 to 2005Q4 (216 observations)

RSQ

R20Q: Yield on 20 Year UK Gilts, quarterly, 1952Q1 to 2005Q4 (216 observations)

R20Q

RSQREAL: Real 91 day Treasury Bill rate, quarterly, 1952Q1 to 2005Q4 (216 observations)

RSQREAL

FTAPRICE: FTA All Share price index, monthly, January 1965 to December 2005 (492 observations)

FTAPRICE

FTADIV: FTA All Share dividend index, monthly, January 1965 to December 2005 (492 observations)

FTADIV

FTARET: FTA All Share nominal returns, monthly, January 1965 to December 2005 (492 observations)

FTARET

RPI: U.K. Retail Price Index, monthly, January 1965 to December 2005 (492 observations)

RPI

EXCHD: Dollar/sterling exchange rate, daily, 1974 to 1994 (5192 observations)

exchd

EXCHQ: Dollar/sterling exchange rate, quarterly, 1972Q1 to 1996Q4 (100 observations)

EXCHQ

S&P500: S&P 500 index, annual, 1871 to 2006 (136 observations)

SP500

S&P500R: S&P 500 real returns, annual 1872 to 2006 (135 observations)

SP500R

S&P500D: S&P 500 index, daily, 1928 to 1991 (17,054 observations)

SP500D

FT30: FT 30 index, daily, 1935 to 1994 (15,003 observations)

FT30

FTSE100: FTSE 100 index, weekly, 1984 to 1993 (521 observations)

FTSE100

CTLD: Courtaulds share price, weekly, 1984 to 1993 (521 observations)

CTLD

LGEN: Legal & General share price, weekly, 1984 to 1993 (521 observations)

LGEN

PRU: Prudential share price, weekly, 1984 to 1993 (521 observations)

PRU

 USTB: U.S. 3-month Treasury bill rate, monthly, April 1953 to February 2005 (623 observations)

USTB

GIASE: Absolute returns on the General Index of the Athens Stock Exchange, intra-daily, 1 June 1998 to 10 September 1998 (12,117 observations)

GIASE

NORD: Nord Pool Exchange electricity prices, daily, 22 march 2002 to 3 December 2004 (988 observations)

NORD

VIX prices, daily, January 1990 to September 2005 (4130 observations)

VIX