R Dataset / Package Ecdat / Forward

Submitted by pmagunia on March 9, 2018 - 1:06 PM
Dataset License
GNU General Public License v2.0
Attachment Size
dataset-14099.csv 30.69 KB
Documentation

Exchange Rates of US Dollar Against Other Currencies

Description

monthly observations from 1979–01 to 2001–12

number of observations : 276

Usage

data(Forward)

Format

A time serie containing :

usdbp

exchange rate USD/British Pound Sterling

usdeuro

exchange rate US D/Euro

eurobp

exchange rate Euro/Pound

usdbp1

1 month forward rate USD/Pound

usdeuro1

1 month forward rate USD/Euro

eurobp1

1 month forward rate Euro/Pound

usdbp3

3 month forward rate USD/Pound

usdeuro3

month forward rate USD/Euro

eurobp3

month forward rate Euro/Pound

Source

Datastream .

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 4.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series

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Dataset imported from https://www.r-project.org.

Documentation License
GNU General Public License v2.0

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