FXRatesCHF: Exchange Rates with CHF Unit Currency

In fxregime: Exchange Rate Regime Analysis

Description

Foreign exchange rates for 25 currencies with respect to Swiss franks (CHF) from 1971-01-04 to 2010-02-12.

Usage

  data("FXRatesCHF")

Format

FXRatesCHF is a "zoo" series with "Date" time index containing 25 daily time series from 1971-01-04 to 2010-02-12. The columns correspond to the price currencies (in ISO 4217 format) with respect to CHF as the unit currency.

Details

Additionally, to the DEM and EUR series, it contains a column called DUR containing the EUR rates starting from 1999 and the (converted) DEM rates prior to 1999.

Source

Available online from the US Federal Reserve:

http://www.federalreserve.gov/releases/h10/Hist/

See Also

zoo

Examples

data("FXRatesCHF")
## compute/visualize USD/CNY rate
cny_usd <- na.trim(FXRatesCHF[,"CNY"]/FXRatesCHF[,"USD"])
plot(cny_usd)

Example output

Loading required package: zoo

Attaching package: ‘zoo’

The following objects are masked from ‘package:base’:

    as.Date, as.Date.numeric

Loading required package: strucchange
Loading required package: sandwich

fxregime documentation built on May 2, 2020, 9:05 a.m.