Yen: Yen-dollar Exchange Rate
In Ecdat: Data Sets for Econometrics
Description
Usage
Format
Source
References
See Also
Description
weekly observations from 1975 to 1989
number of observations : 778
observation : country
country : Japan
Usage
1
Format
A dataframe containing :
- date
the date of the observation (19850104 is January, 4, 1985)
- s
the ask price of the dollar in units of Yen in the spot market on friday of the current week
- f
the ask price of the dollar in units of Yen in the 30-day forward market on friday of the current week
- s30
the bid price of the dollar in units of Yen in the spot market on the delivery date on a current forward contract
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.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 6, 438-443.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
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Description Usage Format Source References See Also
Description
weekly observations from 1975 to 1989
number of observations : 778
observation : country
country : Japan
Usage
1 |
Format
A dataframe containing :
- date
the date of the observation (19850104 is January, 4, 1985)
- s
the ask price of the dollar in units of Yen in the spot market on friday of the current week
- f
the ask price of the dollar in units of Yen in the 30-day forward market on friday of the current week
- s30
the bid price of the dollar in units of Yen in the spot market on the delivery date on a current forward contract
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.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 6, 438-443.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
R Package Documentation
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