University of Cape Town
Browse

Daily Sampled South African Market Index Data 1994-2017

dataset
posted on 2020-10-13, 16:33 authored by Tim GebbieTim Gebbie
PT-DATA-ALBI-JIBAR-JSEIND-Daily-1994-2017.xlsx provides daily sampled money markets (JIBAR, STEFI), bonds (ALBI TRI) and index data (ICB industry and sub sectors) and a variety of index data. The data is daily sampled closing price data and runs from 1994 to 2017. The data was purchased from INET-BFA for academic use. Additional data is provided in files: FTS_indices_1994, 23yr_daily_JIBAR, and SA_bonds_1994_daily.

The data is subject to a fair-usage restriction and is not fit for commercial purposes as it is intended for academic, teaching and learning purposes only. For updated and complete data it is recommend that users approach data-vendors directly.

History

Department/Unit

Department of Statistical Science

Usage metrics

    Statistical Finance

    Licence

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC