Description

monthly observations from 1979–01 to 2001–12

number of observations : 276

Usage

Format

A time series containing :

usdbp

exchange rate USD/British Pound Sterling

usdeuro

exchange rate US D/Euro

eurobp

exchange rate Euro/Pound

usdbp1

1 month forward rate USD/Pound

usdeuro1

1 month forward rate USD/Euro

eurobp1

1 month forward rate Euro/Pound

usdbp3

3 month forward rate USD/Pound

usdeuro3

month forward rate USD/Euro

eurobp3

month forward rate Euro/Pound

Source

Datastream

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 4.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series