exchange: Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar
Description
Monthly foreign exchange rates for the Deutsche Mark - U.S. Dollar
(DEM-USD) and Japanese Yen - U.S. Dollar (JPY-USD) starting in 1970.format
A bivariate time series containing 348 observations.source
Unknown.References
Gencay, R., F. Selcuk and B. Whitcher (2001)
An Introduction to Wavelets and Other Filtering Methods in
Finance and Economics,
Academic Press.