List of variables relating to financial markets used as predictors
| Variable | Notation in graphs | Definition |
|---|---|---|
| Price of the 10-year German bond | Price_Bond_German _10Y | 10-year German government bond |
| Exchange rate Euro against Dollar | Variation_EU_VS_USD | Rate of variation of exchange rate with regard to the US Dollar |
| Rate of variation of S&P 500 | Variation_SP_500 | Rate of variation of the US S&P 500 share index |
| Closing price of the VEIEX | Closing_Price_ VEIEX | Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX), monthly prices of the index of emerging economy shares |
| Variable | Notation in graphs | Definition |
|---|---|---|
| Price of the 10-year German bond | Price_Bond_German _10Y | 10-year German government bond |
| Exchange rate Euro against Dollar | Variation_EU_VS_USD | Rate of variation of exchange rate with regard to the US Dollar |
| Rate of variation of S&P 500 | Variation_SP_500 | Rate of variation of the US S&P 500 share index |
| Closing price of the VEIEX | Closing_Price_ | Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX), monthly prices of the index of emerging economy shares |
Source(s): Table by authors
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