10 datasets found

This data set contains the simulated international inflation-linked bond return series used to create Table 4 (annual) and Table A.4 (monthly) of Swinkels (2018). This entry is...

Academics and research analysts in financial economics frequently use returns on government bonds for their empirical analyses. In the United States, government bonds are also...

This data file contains the annual weights and returns of the global invested multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2019) "Historical returns of the...

This paper sheds light on the similarities and differences with respect  to the presence of anomalies in the China A-share market and other  markets. To this end, we examine the...

This data set contains currency data traded in the Netherlands over the period 17 December 1915 to 31 December 1925. Handcollected from Economisch Statistische Berichten a Dutch...

We examine the risk and reward of investing by constructing a uniquely comprehensivemarket portfolio of $150 trillion worth of global assets that financial investors have...

Appendices attached to Chapter 4 of the Ph.D. dissertation "The Holy Triad? Religion, Globalization, and Sustainable Development". Due to its length, this appendix is not...

This dataset belongs to the article "Constant Value Added Share Analysis: A Novel Trade Decomposition Technique with an Application to the Philippines" published in Economies...

This dataset contains the annually updated global multi-asset market portfolio of Doeswijk, Lam, and Swinkels (2014). The latest update contains data until 31 December 2023. The...

Appendices attached to Chapter 3 of the Ph.D. dissertation "The Holy Triad? Religion, Globalization, and Sustainable Development". Due to their length, these appendices are not...