Pound-dollar Exchange Rate

Description

weekly observations from 1975 to 1989

number of observations : 778

observation : country

country : Germany

Usage

data(Pound)

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 Pound in the spot market on friday of the current week

f

the ask price of the dollar in units of Pound in the 30-day forward market on friday of the current week

s30

the bid price of the dollar in units of Pound 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,

Index.Time.Series