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Ecdat (version 0.2-9)

Forward: Exchange Rates of US Dollar Against Other Currencies

Description

monthly observations from 1979--01 to 2001--12

number of observations : 276

Usage

data(Forward)

Arguments

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, https://feb.kuleuven.be/GME/, chapter 4.

See Also

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

Index.Time.Series