Description of the Data |
Download Observations(right click on txt file) |
| RS: 91 day Treasury Bill rate, monthly, March 1952 to December 1995 (526 observations) | RS.txt |
| R20: Yield on 20 Year UK Gilts, monthly, March 1952 to December 1995 (526 observations) | R20.txt |
| RSQ: 91 day Treasury Bill rate, quarterly, 1952Q1 to 1995Q4 (176 observations) | RSQ.txt |
| R20Q: Yield on 20 Year UK Gilts, quarterly, 1952Q1 to 1995Q4 (176 observations) | R20Q.txt |
| RSQREAL: Real 91 day Treasury Bill rate, quarterly, 1952Q1 to 1995Q3 (175 observations) | RSQREAL.txt |
| FTAPRICE: FTA All Share price index, monthly, January 1965 to December 1995 (372 observations) | FTAPRICE.txt |
| FTADIV: FTA All Share dividend index, monthly, January 1965 to December 1995 (372 observations) | FTADIV.txt |
| FTARET: FTA All Share nominal returns, monthly, January 1965 to December 1995 (372 observations) | FTARET.txt |
| RPI: U.K. Retail Price Index, monthly, January 1965 to December 1995 (372 observations) | RPI.txt |
| EXCHD: Dollar/sterling exchange rate, daily, 1974 to 1994 (5192 observations) | EXCHD.txt |
| EXCHQ: Dollar/sterling exchange rate, quarterly, 1972Q1 to 1996Q4 (100 observations) | EXCHQ.txt |
| S&P500: S&P 500 index, annual, 1871 to 1997 (127 observations) | S&P500.txt |
| S&P500R: S&P 500 real returns, annual 1872 to 1995 (124 observations) | S&P500R.txt |
| S&P500D: S&P 500 index, daily, 1928 to 1991 (17,054 observations) | S&P500D.txt |
| FT30: FT 30 index, daily, 1935 to 1994 (15,003 observations) | FT30.txt |
| FTSE100: FTSE 100 index, weekly, 1984 to 1993 (521 observations) | FTSE100.txt |
| CTLD: Courtaulds share price, weekly, 1984 to 1993 (521 observations) | CTLD.txt |
| LGEN: Legal & General share price, weekly, 1984 to 1993 (521 observations) | LGEN.txt |
| PRU: Prudential share price, weekly, 1984 to 1993 (521 observations) | PRU.txt |
