weekly observations from 1975 to 1989 number of observations : 778 observation : country country : Germany

datasets

Spencer Graves

Ecdat

Data Sets for Econometrics

DM function

A dataframe containing :
 <dl>
 <dt>date</dt><dd>the date of the observation (19850104 is January, 4, 1985)</dd> <dt>s</dt><dd>the ask price of the dollar in units of DM in the spot market on friday of the current week</dd> <dt>f</dt><dd>the ask price of the dollar in units of DM in the 30-day forward market on friday of the current week</dd> <dt>s30</dt><dd>the bid price of the dollar in units of DM in the spot market on the delivery date on a current forward contract</dd> </dl>

Format

Bekaert, G. and R. Hodrick (1993) &#147;On biases in the measurement of foreign exchange risk premiums&#148;, Journal of International Money and Finance, 12, 115-138.

Source

weekly observations from 1975 to 1989

 number of observations : 778

 observation : country

 country : Germany

DM: DM Dollar Exchange Rate

Description

Usage

Arguments

Format

Source

References

See Also