(* DATA9-13 Monthly data from 1990.01 through 1998.12 for eight stocks listed on the NYSE, compiled by Sebastian Badali. bkret = monthly returns on bank of new york stock btret = monthly returns on bankers trust stock cmbret = monthly returns on chase manhattan bank stock cret = monthly returns on citigroup stock fturet = monthly returns on first union stock melret = monthly returns on mellon bank stock oneret = monthly returns on bank one stock wfcret = monthly returns on wells fargo stock 30yr = monthly yield on the 30 year treasury bond 3mtbill = monthly yield on the 3 month t-bill 3mret = monthly returns on the 3 month t-bill bkdiv = monthly dividend yield on bank of new york stock btdiv = monthly dividend yield on bankers trust stock cmbdiv = monthly dividend yield on chase manhattan bank stock cdiv = monthly dividend yield on citigroup stock ftudiv = monthly dividend yield on first union stock meldiv = monthly dividend yield on mellon bank stock onediv = monthly dividend yield on bank one stock wfcdiv = monthly dividend yield on wells fargo bank stock emi = monthly change of the ifc emerging market index usd = monthly change of the index tracking the us dollar vs international currencies sp500 = monthly returns of the s&p 500 equity index discrate = monthly federal reserve discount rate inf = monthly data on the annualised rate of inflation def = difference between index of baa rated bonds and caa rated bond index *) period bkret btret cmbret cret fturet melret oneret wfcret yr30 tbill3m ret3m bkdiv btdiv cmbdiv cdiv ftudiv meldiv onediv wfcdiv emi usd sp500 discrate inf def ; 12 1990.01 1998.12 BYOBS