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Data: Simulating historical inflation-linked bond returns
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... -
Historical Data: International monthly government bond returns
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... -
Data: Historical returns of the market portfolio
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... -
Data: Anomalies in the China A-share market
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... -
Data: Exchange rates in the Netherlands starting in 1916
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... -
Data update: The Global Multi-Asset Market Portfolio, 1959–2012
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...
