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Zusammenfassung
We provide instant access to over 58 years of daily data, over 22 years of top-quality, minute-by-minute intraday data and over 11 years of tick-by-tick (including bid/ask) historical market data for Stocks, ETFs, Futures and Forex.
Forschungsbereich
Financial Markets
Systemic Risk Lab
Systemic Risk Lab
Schlagworte
jumps, return predictability, systemic events, variance risk premium, monetary policy surprises, equity premium, fund flows, portfolio rebalanc- ing, price pressures
JEL-Klassifizierung
C58, G11, C14, G10, G12, E44
Working Paper Referenzen
Thema
Financial Markets
Consumption
Saving and Borrowing
Consumption
Saving and Borrowing
Publikationstyp
Research Data
Link zur Publikation
Collections
- External Research Data [777]
Solange nicht anders angezeigt, wird die Lizenz wie folgt beschrieben: Attribution-ShareAlike 4.0 International