Financial Economics

From the Morgan Stanley Capital International (MSCI) website download stock indices of the Developed Markets (DM). Do the OLS regression analysis for the return of each country against that of US for each decade (70-79, 80-89, 90-99, 00-08 M8, 09 M10 -15 M9) and using the whole time period (69M12 — 15M9). Do this for Australia, Austria, Belgium, Denmark, France, Germany, Hong Kong, Italy, Japan, Netherlands, Norway, Singapore, Spain, Sweden, Switzerland, and UK. Note: This is how you download your file : From the Morgan Stanley Capital International (MSCI) website download stock indices of the Developed Markets (DM). Market: DM Term: Full history Currency: USD Index Level: Gross Frequency: Monthly Index Family: none Size: Standard Style: None