Daily Observations on Exchange Rates of the US Dollar Against Other Currencies
daily observations from 1980–01 to 1987–05–21
number of observations : 1867
observation : country
country : World
data(Garch)
A dataframe containing :
datedate of observation (yymmdd)
dayday of the week (a factor)
dmexchange rate Dollar/Deutsch Mark
ddmdm-dm(-1)
bpexchange rate of Dollar/British Pound
cdexchange rate of Dollar/Canadian Dollar
dyexchange rate of Dollar/Yen
sfexchange rate of Dollar/Swiss Franc
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.
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