pound | R Documentation |
Hayashi Source: Bekaert, G., and R. Hodrick, 1993, "On Biases in the Measurement of Foreign Exchange Risk Premiums," Journal of International Money and Finance, 12, 115-138.
data('pound')
A data.frame with 778 observations on 4 variables:
date: date of the observation
spot_rate: the ask price of the US Dollar in units of the British Pound in the spot market on Friday of the current week,
forward_30: the ask price of the US Dollar in units of the British Pound in the 30-day forward market on Friday of the current week
spot_30: : the bid price of the US Dollar in units of the British Pound in the spot market on the delivery date on a current forward contract
A time series data set at weekly frequency of the US Dollar / British Pound exchange rate. Data period is January 1975 to November 1989.
Used in the Empirical Exercise of Chapter 6.
https://sites.google.com/site/fumiohayashi/hayashi-econometrics/data-for-empirical
str(pound)
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