Forward | 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(Forward)
Format
A time series 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