Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar
Monthly foreign exchange rates for the Deutsche Mark - U.S. Dollar (DEM-USD) and Japanese Yen - U.S. Dollar (JPY-USD) starting in 1970.
data(exchange)
A bivariate time series containing 348 observations.
Unknown.
Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.
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