| Yen {Ecdat} | R Documentation |
Yen-dollar Exchange Rate
Description
weekly observations from 1975 to 1989
number of observations : 778
observation : country
country : Japan
Usage
data(Yen)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
DM,
Pound,
Index.Source,
Index.Economics,
Index.Econometrics,
Index.Observations,
Index.Time.Series