Name of Quantlet: VaR_CEE_DataDownload
Published in: Can Foundation Models Manage Risk? Zero-Shot VaR and ES Forecasting for CEE Markets
Description: Downloads daily stock index data from Stooq and FX exchange rate data from Yahoo Finance for five CEE countries (Romania, Poland, Czechia, Hungary, Bulgaria). Includes fallback mechanisms via pandas_datareader and yfinance.
Keywords: data download, stock index, exchange rate, CEE markets, Stooq, Yahoo Finance, web scraping
Author: Daniel Traian Pele
Submitted: 2025
Datafile: none (downloads data from web APIs)
Input: Market definitions from config.py specifying tickers, date range (2007-01-01 to 2025-12-31)
Output: Raw CSV files for each stock index and FX pair saved in data/raw/
Example: Downloads BET index from Stooq and EUR/RON exchange rate from Yahoo Finance for Romania
