daily return of DJIA and daily risk free rate

Published: 12 September 2026| Version 1 | DOI: 10.17632/y93w9yz57z.1
Contributors:
Jiro Hodoshima,

Description

This data contain daily risk free rate in the United States downloaded from Ken French's home page and daily return of the Dow Jones Industrial Average, which is 100 times (P_t-P_{t-1})/P_{t-1}.

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Categories

Corporate Finance, Computational Finance

Licence