The data frame contains the following sector indices of the EURO STOXX 600 index: Automobiles & Parts, Banks, Basic Resources, Chemicals, Construction and Materials, Financial Services, Food & Beverages, Health Care, Industrial Goods & Services, Insurance, Media, Oil & Gas, Technology, Telecommunications and Utilities. The data range is from 31th December 1986 until 21st November 2008.
The daily (log) returns of the Dow Jones Industrial Average and the NASDAQ composite, respectively. The daily observations start at the first of January, 1990, and end in October 2001.
This data frame contains the stock prices from American Airlines, South-West Airlines, Boeing and FedEx. In addition the spot prices for crude oil and kerosene are included. This data set was used in the article by Boswijk and van der Weide (2009). The data range is from July, 19 1993 until August, 12 2008.