Ecdat (version 0.3-9)

DM: DM Dollar Exchange Rate

Description

weekly observations from 1975 to 1989

number of observations : 778

observation : country

country : Germany

Usage

data(DM)

Arguments

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 DM in the spot market on Friday of the current week

f

the ask price of the dollar in units of DM in the 30-day forward market on Friday of the current week

s30

the bid price of the dollar in units of DM in the spot market on the delivery date on a current forward contract

References

Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 6, 438-443.

See Also

Pound, Yen, Index.Source, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series