monthly observations from 1979--01 to 2001--12
number of observations : 276
data(Forward)A time series containing :
exchange rate USD/British Pound Sterling
exchange rate US D/Euro
exchange rate Euro/Pound
1 month forward rate USD/Pound
1 month forward rate USD/Euro
1 month forward rate Euro/Pound
3 month forward rate USD/Pound
month forward rate USD/Euro
month forward rate Euro/Pound
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 4.
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series