financial_history_appendix {bvhar} | R Documentation |
Time points and Financial Events
Description
This page describes about some important financial events in 20th century. This might give some hint when cutting data and why we provides datasets in limited period.
Usage
trading_day
Format
A vector trading_day
saves dates of etf_vix.
Outline
2000: Dot-com bubble
2001: September 11 terror and Enron scandal
2003: Iraq war (until 2011)
2007 to 2008: Financial crisis (US)
2007: Subprime morgage crisis
2008: Bankrupcy of Lehman Brothers
2010 to 2016: European sovereign dept crisis
2010: Greek debt crisis
2011: Italian default
2015: Greek default
2016: Brexit
2018: US-China trade war
2019: Brexit
2020: COVID-19
About Datasets in this package
etf_vix ranges from 2012-01-09 to 2015-06-27 (only weekdays). Each year corresponds to Italian default and Grexit. If you wonder the exact vector of the date, see trading_day vector.
Notice
If you want other time period, see codes in the Github repo for the dataset: ygeunkim/bvhar/data-raw/etf_vix.R
You can download what you want by changing a few lines.