Monthly equity returns

Description

A matrix holding time series of monthly returns (calculated from closing prices) for six stocks. The returns span the period from Jaunary 1998 through December 2003.

Usage

monthlyReturns

Format

A matrix with 6 columns and 71 rows. The names of the rows hold the dates of each series entry, and the column names are the names of the six equities from which the return series are taken.

Examples

CAPMList(monthlyReturns, marketIndex = sp500Returns, riskFree = US13wTB)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> library(BLCOP)
Error in library(BLCOP) : there is no package called 'BLCOP'
Execution halted