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I am looking for the returns of an European financial index as it is the Dow Jones U.S. Financials Index (DJUSFN) for the US. Do you know if such an index exists and if it is available on yahoo finance database? It will be better if it is an European index (UK included) and not an Eurozone index.

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How long a sample are you looking for?

You could look for EUFN on Yahoo finance. It tracks 95 financial firms in europe (UK included) and has data since 2010.

how can find holdings specifically here: https://www.ishares.com/us/products/239645/ishares-msci-europe-financials-etf

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  • $\begingroup$ since I need these data in order to compute delta covar and marginal expexted shortfall I would like to have also the returns of the crisis period but I think 6 years of data are ok. $\endgroup$ – user22108 Feb 10 '17 at 8:36

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