39 datasets found
  1. u

    Analysis of volatility spillovers in the stock, currency and goods market...

    • researchdata.up.ac.za
    xlsx
    Updated May 31, 2023
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    Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye (2023). Analysis of volatility spillovers in the stock, currency and goods market and the monetary policy efficiency within different uncertainty states in these markets [Dataset]. http://doi.org/10.25403/UPresearchdata.22187701.v1
    Explore at:
    xlsxAvailable download formats
    Dataset updated
    May 31, 2023
    Dataset provided by
    University of Pretoria
    Authors
    Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    South African monthly The FTSE/JSE All Share Index data was procured from Bloomberg and the nominal effective exchange rate (NEER) from South African Reserve Bank (SARB) database, where the data has been seasonally adjusted specifying 2015 as the base year. Volatility measures in these markets are generated through a multivaraite EGARCH model in the WinRATS software. South African monthly consumer price index (CPI) data was procured from the International Monetary Fund’s International Financial Statistics (IFS) database, where the data has been seasonally adjusted, specifying 2010 as the base year. The inflation rate is constructed by taking the year-on-year changes in the monthly CPI figures. Inflation uncertainty was generated through the GARCH model in Eviews software. The following South African macroeconomic variables were procured from the SARB: real industrial production (IP), which is used as a proxy for real GDP, real investment (I), real consumption (C), inflation (CPI), broad money (M3), the 3-month treasury bill rate (TB3) and the policy rate (R), a measure of U.S. EPU developed by Baker et al. (2016) to account for global developments available at http://www.policyuncertainty.com/us_monthly.html.

  2. T

    India Inflation Rate

    • tradingeconomics.com
    • fa.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jun 12, 2025
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    TRADING ECONOMICS (2025). India Inflation Rate [Dataset]. https://tradingeconomics.com/india/inflation-cpi
    Explore at:
    csv, xml, excel, jsonAvailable download formats
    Dataset updated
    Jun 12, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 31, 2012 - May 31, 2025
    Area covered
    India
    Description

    Inflation Rate in India decreased to 2.82 percent in May from 3.16 percent in April of 2025. This dataset provides - India Inflation Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

  3. Stock Market Dataset

    • kaggle.com
    Updated Jan 25, 2025
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    Ziya (2025). Stock Market Dataset [Dataset]. https://www.kaggle.com/datasets/ziya07/stock-market-dataset/discussion?sort=undefined
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Jan 25, 2025
    Dataset provided by
    Kagglehttp://kaggle.com/
    Authors
    Ziya
    License

    https://creativecommons.org/publicdomain/zero/1.0/https://creativecommons.org/publicdomain/zero/1.0/

    Description

    The "Stock Market Dataset for AI-Driven Prediction and Trading Strategy Optimization" is designed to simulate real-world stock market data for training and evaluating machine learning models. This dataset includes a combination of technical indicators, market metrics, sentiment scores, and macroeconomic factors, providing a comprehensive foundation for developing and testing AI models for stock price prediction and trading strategy optimization.

    Key Features Market Metrics:

    Open, High, Low, Close Prices: Daily stock price movement. Volume: Represents the trading activity during the day. Technical Indicators:

    RSI (Relative Strength Index): A momentum oscillator to measure the speed and change of price movements. MACD (Moving Average Convergence Divergence): An indicator to reveal changes in strength, direction, momentum, and duration of a trend. Bollinger Bands: Upper and lower bands around a stock price to measure volatility. Sentiment Analysis:

    Sentiment Score: Simulated sentiment derived from financial news and social media, ranging from -1 (negative) to 1 (positive). Macroeconomic Factors:

    GDP Growth: Indicates the overall health and growth of the economy. Inflation Rate: Reflects changes in purchasing power and economic stability. Target Variable:

    Buy/Sell Signal: Binary classification (1 = Buy, 0 = Sell) based on price movement thresholds, simulating actionable trading decisions. Use Cases AI Model Training: Ideal for building stock prediction models using LSTM, Gradient Boosting, Random Forest, etc. Trading Strategy Optimization: Enables testing of trading algorithms and strategies in a simulated environment. Sentiment Analysis Research: Useful for understanding how sentiment influences stock movements. Feature Engineering and Selection: Provides a diverse set of features for experimentation with advanced techniques like PCA and LDA. Dataset Highlights Synthetic Yet Realistic: Carefully designed to mimic real-world financial data trends and relationships. Comprehensive Coverage: Includes key indicators and metrics used by traders and analysts. Scalable: Suitable for use in both small-scale academic projects and larger AI-driven trading platforms. Accessible for All Levels: The intuitive structure ensures that even beginners can utilize this dataset for financial machine learning applications. File Format The dataset is provided in CSV format, where:

    Rows represent individual trading days. Columns represent features (technical indicators, market metrics, etc.) and the target variable. Acknowledgments This dataset is synthetically generated and is intended for research and educational purposes. It is not based on real market data and should not be used for actual trading.

  4. Monthly food price inflation estimates by country

    • kaggle.com
    Updated Aug 6, 2023
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    Harshal H (2023). Monthly food price inflation estimates by country [Dataset]. http://doi.org/10.34740/kaggle/dsv/6259221
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Aug 6, 2023
    Dataset provided by
    Kaggle
    Authors
    Harshal H
    License

    https://www.worldbank.org/en/about/legal/terms-of-use-for-datasetshttps://www.worldbank.org/en/about/legal/terms-of-use-for-datasets

    Description

    This dataset holds valuable insights that can be leveraged by researchers, analysts, and policymakers to better understand the complex interactions between financial markets and food price inflation. Here are some potential insights that users could gain from this dataset:

    Market-Food Price Correlation: By examining the relationship between financial market data (Open, High, Low, Close) and food price inflation, users can identify potential correlations. For example, they may uncover patterns where food price inflation impacts market sentiment or vice versa.

  5. Inflation: Friend or Foe to the Stock Market? (Forecast)

    • kappasignal.com
    Updated Jun 1, 2023
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    KappaSignal (2023). Inflation: Friend or Foe to the Stock Market? (Forecast) [Dataset]. https://www.kappasignal.com/2023/06/inflation-friend-or-foe-to-stock-market.html
    Explore at:
    Dataset updated
    Jun 1, 2023
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    Inflation: Friend or Foe to the Stock Market?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  6. S&P 500: A Bull or a Bear? (Forecast)

    • kappasignal.com
    Updated Apr 8, 2024
    + more versions
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    KappaSignal (2024). S&P 500: A Bull or a Bear? (Forecast) [Dataset]. https://www.kappasignal.com/2024/04/s-500-bull-or-bear.html
    Explore at:
    Dataset updated
    Apr 8, 2024
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    S&P 500: A Bull or a Bear?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  7. T

    Japan Stock Market Index (JP225) Data

    • tradingeconomics.com
    • ko.tradingeconomics.com
    • +12more
    csv, excel, json, xml
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    TRADING ECONOMICS, Japan Stock Market Index (JP225) Data [Dataset]. https://tradingeconomics.com/japan/stock-market
    Explore at:
    excel, csv, xml, jsonAvailable download formats
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 5, 1965 - Jul 11, 2025
    Area covered
    Japan
    Description

    Japan's main stock market index, the JP225, fell to 39570 points on July 11, 2025, losing 0.19% from the previous session. Over the past month, the index has climbed 3.66%, though it remains 3.94% lower than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Japan. Japan Stock Market Index (JP225) - values, historical data, forecasts and news - updated on July of 2025.

  8. T

    Czech Republic Financial Market Inflation Expectations

    • ar.tradingeconomics.com
    • id.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Mar 25, 2025
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    TRADING ECONOMICS (2025). Czech Republic Financial Market Inflation Expectations [Dataset]. https://ar.tradingeconomics.com/czech-republic/inflation-expectations
    Explore at:
    csv, excel, json, xmlAvailable download formats
    Dataset updated
    Mar 25, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jun 30, 1999 - Dec 31, 2024
    Area covered
    تشيكيا
    Description

    توقعات التضخم في جمهورية التشيك ارتفعت إلى 2.30 في المئة في الربع الرابع من عام 2024 من 2.20 في المئة في الربع الثالث من عام 2024. القيم الحالية، والبيانات التاريخية، والتنبؤات والإحصاءات والرسوم البيانية والتقويم الاقتصادي - جمهورية التشيك - توقعات التضخم.

  9. F

    S&P 500

    • fred.stlouisfed.org
    json
    Updated Jul 11, 2025
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    (2025). S&P 500 [Dataset]. https://fred.stlouisfed.org/series/SP500
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 11, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-pre-approvalhttps://fred.stlouisfed.org/legal/#copyright-pre-approval

    Description

    View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

  10. Apple Security Market Data

    • kaggle.com
    Updated Sep 6, 2023
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    Sanket2002 (2023). Apple Security Market Data [Dataset]. https://www.kaggle.com/datasets/sanket2002/apple-security-market-data/data
    Explore at:
    CroissantCroissant is a format for machine-learning datasets. Learn more about this at mlcommons.org/croissant.
    Dataset updated
    Sep 6, 2023
    Dataset provided by
    Kagglehttp://kaggle.com/
    Authors
    Sanket2002
    Description

    The Apple share market data of 10 years can be used for educational purposes in a variety of ways, such as:

    To learn about the stock market and how it works. By studying the historical price movements of Apple stock, you can learn about the different factors that can affect the stock market, such as economic conditions, interest rates, and company earnings. To develop investment strategies. By analyzing the Apple share market data, you can identify patterns and trends that can help you make better investment decisions. For example, you might notice that Apple stock tends to perform well in certain economic conditions or when the company releases new products. To learn about Apple's business. By tracking the company's stock price, you can get a sense of how investors are viewing Apple's financial performance and future prospects. This information can be helpful for making decisions about whether or not to invest in Apple stock. To conduct research on financial topics. The Apple share market data can be used to support research on a variety of financial topics, such as the impact of inflation on stock prices, the relationship between stock prices and interest rates, and the performance of different investment strategies. In addition to these educational purposes, the Apple share market data can also be used for other purposes, such as:

    To create trading algorithms. Trading algorithms are computer programs that automatically buy and sell stocks based on certain criteria. The Apple share market data can be used to train trading algorithms to identify profitable trading opportunities. To develop risk management strategies. Risk management strategies are used to protect investors from losses. The Apple share market data can be used to identify risks associated with investing in Apple stock and to develop strategies to mitigate those risks. To make corporate decisions. The Apple share market data can be used by companies to make decisions about their business, such as how much to invest in research and development, how to allocate capital, and when to issue new shares. Overall, the Apple share market data is a valuable resource that can be used for a variety of educational and practical purposes. If you are interested in learning more about the stock market or investing, I encourage you to explore the Apple share market data.

  11. T

    United Kingdom Stock Market Index (GB100) Data

    • tradingeconomics.com
    • ko.tradingeconomics.com
    • +13more
    csv, excel, json, xml
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    TRADING ECONOMICS, United Kingdom Stock Market Index (GB100) Data [Dataset]. https://tradingeconomics.com/united-kingdom/stock-market
    Explore at:
    excel, xml, json, csvAvailable download formats
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 3, 1984 - Jul 11, 2025
    Area covered
    United Kingdom
    Description

    United Kingdom's main stock market index, the GB100, fell to 8941 points on July 11, 2025, losing 0.38% from the previous session. Over the past month, the index has climbed 0.63% and is up 8.34% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from United Kingdom. United Kingdom Stock Market Index (GB100) - values, historical data, forecasts and news - updated on July of 2025.

  12. m

    Inflation Targeting Dataset: Inflation Targets, Bands, and Track Records

    • data.mendeley.com
    Updated Apr 14, 2025
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    Zhongxia Zhang (2025). Inflation Targeting Dataset: Inflation Targets, Bands, and Track Records [Dataset]. http://doi.org/10.17632/g9m7rnvtw7.1
    Explore at:
    Dataset updated
    Apr 14, 2025
    Authors
    Zhongxia Zhang
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    This panel dataset contains quarterly series on inflation targets, bands, and track records for 41 inflation targeting countries from 1990 to 2024. Data on inflation targets and bands are collected through each central bank’s historical documents and rules-based track record measures are calculated by the author to assess actual inflation outcomes with respect to the central banks’ stated policy objectives. The dataset supports research work in Zhang (2025), Zhang and Wang (2022), and Zhang (2021). Please cite the papers when using the data.

    Z. Zhang, Does inflation targeting track record matter for asset prices? Evidence from stock, bond, and foreign exchange markets, Journal of International Financial Markets, Institutions and Money, Volume 101, 2025, 102141. Z. Zhang, S. Wang, Do actions speak louder than words? Assessing the effects of inflation targeting track records on macroeconomic performance, 2022, IMF Working Papers 2022/227.
    Z. Zhang, Stock returns and inflation redux: An explanation from monetary policy in advanced and emerging markets, 2021, IMF Working Papers 2021/219.

  13. Z

    Forex News Annotated Dataset for Sentiment Analysis

    • data.niaid.nih.gov
    • paperswithcode.com
    • +1more
    Updated Nov 11, 2023
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    Kalliopi Kouroumali (2023). Forex News Annotated Dataset for Sentiment Analysis [Dataset]. https://data.niaid.nih.gov/resources?id=zenodo_7976207
    Explore at:
    Dataset updated
    Nov 11, 2023
    Dataset provided by
    Kalliopi Kouroumali
    Georgios Fatouros
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    This dataset contains news headlines relevant to key forex pairs: AUDUSD, EURCHF, EURUSD, GBPUSD, and USDJPY. The data was extracted from reputable platforms Forex Live and FXstreet over a period of 86 days, from January to May 2023. The dataset comprises 2,291 unique news headlines. Each headline includes an associated forex pair, timestamp, source, author, URL, and the corresponding article text. Data was collected using web scraping techniques executed via a custom service on a virtual machine. This service periodically retrieves the latest news for a specified forex pair (ticker) from each platform, parsing all available information. The collected data is then processed to extract details such as the article's timestamp, author, and URL. The URL is further used to retrieve the full text of each article. This data acquisition process repeats approximately every 15 minutes.

    To ensure the reliability of the dataset, we manually annotated each headline for sentiment. Instead of solely focusing on the textual content, we ascertained sentiment based on the potential short-term impact of the headline on its corresponding forex pair. This method recognizes the currency market's acute sensitivity to economic news, which significantly influences many trading strategies. As such, this dataset could serve as an invaluable resource for fine-tuning sentiment analysis models in the financial realm.

    We used three categories for annotation: 'positive', 'negative', and 'neutral', which correspond to bullish, bearish, and hold sentiments, respectively, for the forex pair linked to each headline. The following Table provides examples of annotated headlines along with brief explanations of the assigned sentiment.

    Examples of Annotated Headlines
    
    
        Forex Pair
        Headline
        Sentiment
        Explanation
    
    
    
    
        GBPUSD 
        Diminishing bets for a move to 12400 
        Neutral
        Lack of strong sentiment in either direction
    
    
        GBPUSD 
        No reasons to dislike Cable in the very near term as long as the Dollar momentum remains soft 
        Positive
        Positive sentiment towards GBPUSD (Cable) in the near term
    
    
        GBPUSD 
        When are the UK jobs and how could they affect GBPUSD 
        Neutral
        Poses a question and does not express a clear sentiment
    
    
        JPYUSD
        Appropriate to continue monetary easing to achieve 2% inflation target with wage growth 
        Positive
        Monetary easing from Bank of Japan (BoJ) could lead to a weaker JPY in the short term due to increased money supply
    
    
        USDJPY
        Dollar rebounds despite US data. Yen gains amid lower yields 
        Neutral
        Since both the USD and JPY are gaining, the effects on the USDJPY forex pair might offset each other
    
    
        USDJPY
        USDJPY to reach 124 by Q4 as the likelihood of a BoJ policy shift should accelerate Yen gains 
        Negative
        USDJPY is expected to reach a lower value, with the USD losing value against the JPY
    
    
        AUDUSD
    

    RBA Governor Lowe’s Testimony High inflation is damaging and corrosive

        Positive
        Reserve Bank of Australia (RBA) expresses concerns about inflation. Typically, central banks combat high inflation with higher interest rates, which could strengthen AUD.
    

    Moreover, the dataset includes two columns with the predicted sentiment class and score as predicted by the FinBERT model. Specifically, the FinBERT model outputs a set of probabilities for each sentiment class (positive, negative, and neutral), representing the model's confidence in associating the input headline with each sentiment category. These probabilities are used to determine the predicted class and a sentiment score for each headline. The sentiment score is computed by subtracting the negative class probability from the positive one.

  14. T

    China Shanghai Composite Stock Market Index Data

    • tradingeconomics.com
    • jp.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jun 12, 2025
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    TRADING ECONOMICS (2025). China Shanghai Composite Stock Market Index Data [Dataset]. https://tradingeconomics.com/china/stock-market
    Explore at:
    xml, csv, excel, jsonAvailable download formats
    Dataset updated
    Jun 12, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Dec 19, 1990 - Jul 11, 2025
    Area covered
    China
    Description

    China's main stock market index, the SHANGHAI, rose to 3510 points on July 11, 2025, gaining 0.01% from the previous session. Over the past month, the index has climbed 3.16% and is up 18.14% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from China. China Shanghai Composite Stock Market Index - values, historical data, forecasts and news - updated on July of 2025.

  15. T

    Argentina Stock Market (MERVAL) Data

    • tradingeconomics.com
    • id.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jul 13, 2025
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    TRADING ECONOMICS (2025). Argentina Stock Market (MERVAL) Data [Dataset]. https://tradingeconomics.com/argentina/stock-market
    Explore at:
    excel, json, csv, xmlAvailable download formats
    Dataset updated
    Jul 13, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jun 3, 1991 - Jul 11, 2025
    Area covered
    Argentina
    Description

    Argentina's main stock market index, the Merval, fell to 2008410 points on July 11, 2025, losing 2.92% from the previous session. Over the past month, the index has declined 8.19%, though it remains 17.07% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Argentina. Argentina Stock Market (MERVAL) - values, historical data, forecasts and news - updated on July of 2025.

  16. u

    Key South African Macro-economic variables data

    • zivahub.uct.ac.za
    xlsx
    Updated Jan 28, 2019
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    Alison Olivier (2019). Key South African Macro-economic variables data [Dataset]. http://doi.org/10.25375/uct.7553534.v1
    Explore at:
    xlsxAvailable download formats
    Dataset updated
    Jan 28, 2019
    Dataset provided by
    University of Cape Town
    Authors
    Alison Olivier
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    A monthly and quarterly data set spanning July 1995 to December 2016 of the following macro-economic variables 1. South African stock market 2. South African GDP3. United States GDP 4. South African interest rate 5. US interest rate 6. South African inflation rate 7. US inflation rate 8. South African Money Supply 9. Rand/Dollar Exchange 10. FTSE

  17. 4

    Data from: Data underlying the publication: The impact of the Hamas-Israel...

    • data.4tu.nl
    zip
    Updated Nov 28, 2024
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    Jeroen Klomp (2024). Data underlying the publication: The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return [Dataset]. http://doi.org/10.4121/d8deb768-0d23-4330-adf9-3506b641088e.v1
    Explore at:
    zipAvailable download formats
    Dataset updated
    Nov 28, 2024
    Dataset provided by
    4TU.ResearchData
    Authors
    Jeroen Klomp
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    2023 - 2024
    Area covered
    United States
    Description

    This dataset facilitates an analysis of the impact of the recent Israel-Hamas conflict on the stock market performance of U.S. defense companies, as measured by the returns of defense-sector Exchange-Traded Funds (ETFs). The conflict is quantified using variables such as a binary "attack" indicator, casualty counts, and the intensity of Google search activity related to the war. Additionally, the dataset incorporates a comprehensive set of control variables, including interest rates, exchange rates, oil prices, inflation rates, and factors related to the Ukraine conflict, ensuring a robust framework for evaluating the effects of this geopolitical event.

  18. T

    China Inflation Rate

    • tradingeconomics.com
    • de.tradingeconomics.com
    • +13more
    csv, excel, json, xml
    Updated Jul 2, 2025
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    TRADING ECONOMICS (2025). China Inflation Rate [Dataset]. https://tradingeconomics.com/china/inflation-cpi
    Explore at:
    json, excel, csv, xmlAvailable download formats
    Dataset updated
    Jul 2, 2025
    Dataset authored and provided by
    TRADING ECONOMICS
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 31, 1986 - Jun 30, 2025
    Area covered
    China
    Description

    Inflation Rate in China increased to 0.10 percent in June from -0.10 percent in May of 2025. This dataset provides - China Inflation Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

  19. Inflation on the Rise: What Does This Mean for You? (Forecast)

    • kappasignal.com
    Updated May 27, 2023
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    KappaSignal (2023). Inflation on the Rise: What Does This Mean for You? (Forecast) [Dataset]. https://www.kappasignal.com/2023/05/inflation-on-rise-what-does-this-mean.html
    Explore at:
    Dataset updated
    May 27, 2023
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    Inflation on the Rise: What Does This Mean for You?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

  20. Surging Services: Will Dow Jones CPI Signal Continued Consumer Strength?...

    • kappasignal.com
    Updated Apr 28, 2024
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    KappaSignal (2024). Surging Services: Will Dow Jones CPI Signal Continued Consumer Strength? (Forecast) [Dataset]. https://www.kappasignal.com/2024/04/surging-services-will-dow-jones-cpi.html
    Explore at:
    Dataset updated
    Apr 28, 2024
    Dataset authored and provided by
    KappaSignal
    License

    https://www.kappasignal.com/p/legal-disclaimer.htmlhttps://www.kappasignal.com/p/legal-disclaimer.html

    Description

    This analysis presents a rigorous exploration of financial data, incorporating a diverse range of statistical features. By providing a robust foundation, it facilitates advanced research and innovative modeling techniques within the field of finance.

    Surging Services: Will Dow Jones CPI Signal Continued Consumer Strength?

    Financial data:

    • Historical daily stock prices (open, high, low, close, volume)

    • Fundamental data (e.g., market capitalization, price to earnings P/E ratio, dividend yield, earnings per share EPS, price to earnings growth, debt-to-equity ratio, price-to-book ratio, current ratio, free cash flow, projected earnings growth, return on equity, dividend payout ratio, price to sales ratio, credit rating)

    • Technical indicators (e.g., moving averages, RSI, MACD, average directional index, aroon oscillator, stochastic oscillator, on-balance volume, accumulation/distribution A/D line, parabolic SAR indicator, bollinger bands indicators, fibonacci, williams percent range, commodity channel index)

    Machine learning features:

    • Feature engineering based on financial data and technical indicators

    • Sentiment analysis data from social media and news articles

    • Macroeconomic data (e.g., GDP, unemployment rate, interest rates, consumer spending, building permits, consumer confidence, inflation, producer price index, money supply, home sales, retail sales, bond yields)

    Potential Applications:

    • Stock price prediction

    • Portfolio optimization

    • Algorithmic trading

    • Market sentiment analysis

    • Risk management

    Use Cases:

    • Researchers investigating the effectiveness of machine learning in stock market prediction

    • Analysts developing quantitative trading Buy/Sell strategies

    • Individuals interested in building their own stock market prediction models

    • Students learning about machine learning and financial applications

    Additional Notes:

    • The dataset may include different levels of granularity (e.g., daily, hourly)

    • Data cleaning and preprocessing are essential before model training

    • Regular updates are recommended to maintain the accuracy and relevance of the data

Share
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Email
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Link copied
Close
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Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye (2023). Analysis of volatility spillovers in the stock, currency and goods market and the monetary policy efficiency within different uncertainty states in these markets [Dataset]. http://doi.org/10.25403/UPresearchdata.22187701.v1

Analysis of volatility spillovers in the stock, currency and goods market and the monetary policy efficiency within different uncertainty states in these markets

Related Article
Explore at:
xlsxAvailable download formats
Dataset updated
May 31, 2023
Dataset provided by
University of Pretoria
Authors
Chevaughn van der Westhuizen; Reneé van Eyden; Goodness C. Aye
License

Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
License information was derived automatically

Description

South African monthly The FTSE/JSE All Share Index data was procured from Bloomberg and the nominal effective exchange rate (NEER) from South African Reserve Bank (SARB) database, where the data has been seasonally adjusted specifying 2015 as the base year. Volatility measures in these markets are generated through a multivaraite EGARCH model in the WinRATS software. South African monthly consumer price index (CPI) data was procured from the International Monetary Fund’s International Financial Statistics (IFS) database, where the data has been seasonally adjusted, specifying 2010 as the base year. The inflation rate is constructed by taking the year-on-year changes in the monthly CPI figures. Inflation uncertainty was generated through the GARCH model in Eviews software. The following South African macroeconomic variables were procured from the SARB: real industrial production (IP), which is used as a proxy for real GDP, real investment (I), real consumption (C), inflation (CPI), broad money (M3), the 3-month treasury bill rate (TB3) and the policy rate (R), a measure of U.S. EPU developed by Baker et al. (2016) to account for global developments available at http://www.policyuncertainty.com/us_monthly.html.

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