Risk Management and Financial Institutions

Data

6^th edition

Exchange rates and Stock Indices for Problem 8.20

Euro-US Exchange rates for Problem 8.22

Nasdaq data for Problem 12.17

3^rd, 4^th, and 5^th Editions:

Exchange rates and Stock Indices for Problem 10.20

Euro-US Exchange rates for Problem 10.22

NASDAQ data for the 1500 days preceding March 10, 2006 for Problem 13.17 (14.17 in 3^rd edition)

First and Second Editions:

Exchange rate and stock index data for EWMA further question (5.20 in first edition and 9.20 in second edition)

Yen Data Used in GARCH Example in Risk Management and Financial Institutions 1^st and 2^nd editions

NASDAQ data for the 1500 days preceding March 10, 2006 (used in Risk Management and Financial Institutions 1^st and 2^nd editions)

FTSE data for 1000 days ending Feb 10, 2006 (used in Risk Management and Financial Institutions 1^st and 2^nd editions)