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]