FRAPO (version 0.4-1)

ESCBFX: ESCB FX Reference Rates

Description

Daily spot rates of major currencies against the EUR.

Usage

data(ESCBFX)

Format

A data frame with 3,427 daily observations of the spot currency rates rates AUD, CAD, CHF, GBP, HKD, JPY and USD against EUR. The sample starts in 1999-01-04 and ends in 2012-04-04.

Source

http://sdw.ecb.europa.eu

Details

The data has been retrieved from the Statistical Data Warehouse (SDW) Internet-Site of the ECB. In case of missing data entries due to holidays, the last observed data point has been carried forward.

Examples

data(ESCBFX)