currency: Pre-Euro Era Currency Fluctuations

currencyR Documentation

Pre-Euro Era Currency Fluctuations

Description

From Wai Mun Fong and Sam Ouliaris, "Spectral Tests of the Martingale Hypothesis for Exchange Rates", Journal of Applied Econometrics, Vol. 10, No. 3, 1995, pp. 255-271. Weekly exchange rates against US dollar, over the period 7 August 1974 to 29 March 1989.


matloff/regtools documentation built on July 17, 2022, 10:10 a.m.