University of Cape Town
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DATASET
SA_bonds_1994_daily.xlsx (2.72 MB)
DATASET
FTSE_indices_1994.xlsx (8.46 MB)
DATASET
Various Indices 1994 daily.csv (2.35 MB)
DATASET
23yr_daily_JIBAR.xlsx (420.43 kB)
DATASET
PT-DATA-ALBI-JIBAR-JSEIND-Daily-1994-2017.xlsx (2.97 MB)
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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.

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Department of Statistical Science

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    Statistical Finance

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