exchange {waveslim}

Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar

Description

Monthly foreign exchange rates for the Deutsche Mark - U.S. Dollar (DEM-USD) and Japanese Yen - U.S. Dollar (JPY-USD) starting in 1970.

Usage

data(exchange)

Format

A bivariate time series containing 348 observations.

Source

Unknown.

References

Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.