bhodrick93

Data set used by Bekaert and Hodrick (1993) on biases in the measurement of foreign exchange risk premiums.<ul><li>date A character vector for date.</li><li>jyspot Price of USD in JY, spot.</li><li>jyfwd Price of USD in JY, 30-day forward.</li><li>jys30 Price of USD in JY, spot market at 30-day forward deliver/date.</li><li>dmspot Price of USD in DM, spot.</li><li>dmfwd Price of USD in DM, 30-day forward</li><li>dms30 Price of USD in DM, spot market at 30-day forward deliver/date.</li><li>bpspot Price of USD in BP, spot.</li><li>bpfwd Price of USD in BP, 30-day forward.</li><li>bps30 Price of USD in BP, spot market at 30-day forward deliver/date.</li><li>quote A numeric vector.</li></ul>

datasets

A data analysis tool for the political science crowd
    for ease analyzing random and nonrandom data.

Daniel Marcelino

SciencesPo

A Tool Set for Analyzing Political Behavior Data

bhodrick93 function

A data frame with 778 observations on the following 11 variables. See Hayashi (2000) for details.

format

Hayashi, F. (2000). Econometrics. Princeton. New Jersey, USA: Princeton University. <url>http://fmwww.bc.edu/ec-p/data/Hayashi/</url>

bhodrick93: Bekaert's and Hodrick's (1993) Data

Description

Usage

Arguments

format

source

References