Financial History of Europe: New Indices
122 Pages Posted: 17 Aug 2022
Date Written: August 8, 2022
New indices for stocks, bonds and bills are generated for both Europe and for individual countries. The indices begin in 1601 for equities, 1700 for bonds and 1694 for bills. New indices are provided for Great Britain, France, Germany, the Netherlands, Russia, Austria, Hungary, Czechoslovakia and Romania. The indices allow researchers to analyze several centuries of the behavior of European stocks as well as bull and bear markets in individual countries.
Keywords: stock markets, equity risk premium, government debt, financial markets, returns to stocks, bonds and bills
JEL Classification: G01, E32, E44, N20, N80, G12, G15
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