Stock Index and Interest Rate Conversion Calculations

An Excel spreadsheet authored by Kevin Fergusson for converting raw financial data into stock index returns and continuously compounded interest rates. The dataset is part of the replication files for the research paper 'Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach'. It was last updated on March 25, 2026.

Use Cases

• Calculate stock index returns based on raw price data mentioned in the description.
• Compute continuously compounded interest rates from raw term structure data.
• Replicate financial model results from the associated research paper.
• Test and validate financial data transformation workflows.

Strengths

• Provides specific calculations for stock index returns and continuously compounded rates.
• Associated with a named research paper and author, providing academic context.
• Last update timestamp (2026-03-25) is provided.

Limitations

• Description metadata is limited; actual data quality requires manual inspection after download.
• Column-level documentation is absent; field semantics must be inferred after download.
• Row count and file size are unknown, which may limit suitability assessment.

Provenance

Source

Replication Files for 'Stylized Properties of the Stock Index and the Interest Rate Term Structure under the Benchmark Approach'

Freshness

Last updated 2026-03-25 18:06:07; freshness should be verified.