Forward2 {Ecdat} | R Documentation |
Exchange Rates of Us Dollar Against Other Currencies
Description
monthly observations from 1979–01 to 2001–12
number of observations : 276
Usage
data(Forward2)
Format
A time serie containing :
- usdbp
- exchange rate USDollar/British Pound Sterling
- usdeuro
- exchange rate USDollar/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, http://www.econ.kuleuven.ac.be/GME, chapter 4.
See Also
Index.Books
, Index.Economics
, Index.Econometrics
, Index.Observations
, Index.Time.Series
[Package
Ecdat version 0.1-4
Index]