A number of data files are available to accompany International Financial Markets: Prices and Policies. To download a file, click on the highlighted file name.  At this time, the following files are available:

                    First edition (©1998) - Data for 1973 - 1993
                    Second edition (©2001) - Data for 1973 - 1999

Appendix B   Interest Rate Parity Calculations: Interest Rates and Forward Premium

                   First edition (©1998) - Treasuries and Euro-rates for the U.S. and U.K.
                   Second edition (©2001) - Euro-rates for US$, UK£, and DM

Appendix C   International Fisher Effect Calculations: United States and Germany

                    First edition (©1998) - Data for 1/5/73 - 12/31/93
                    Second edition (©2001) - Data for 1/5/73 - 12/31/99

Chapter 7, Exercises #2 and 3    Daily DM/$ exchange rate data 1986-1992. [In the First Edition, these are exercises #1 and 2.]

Chapter 14, Exercise #2    Data on a UK bond index, and spot and forward $/£ exchange rates.

Chapter 14, Exercise #3    Data on bond indexes, and spot and forward exchange rates for four countries.

Gizmo Global Bond Management   Spreadsheet file for homework assignment in Instructor's Manual, page 14a-1.

Chapter 16, Box 16.5    Experiment with Value-at-Risk calculations for a 5 currency portfolio.

First edition (©1998), based on the April 9, 1994 issue of the Economist.

        Figure 4.2        Big Mac Parity prices.
        Figure 4.7        Big Mac Parity and the Economist prices.

Second edition (©2001), based on the April 29, 2000 issue of the Economist.

        Figure 4.2     Big Mac Parity prices.
        Figure 4.N    Big Mac Parity and the Economist prices (Not included in the print edition).