Yen                  package:Ecdat                  R Documentation

_Y_e_n-_d_o_l_l_a_r _E_x_c_h_a_n_g_e _R_a_t_e

_D_e_s_c_r_i_p_t_i_o_n:

     weekly observations from 1975 to 1989

     _number of observations_ :  778

     _observation_ :  country

     _country_ :  Japan

_U_s_a_g_e:

     data(Yen)

_F_o_r_m_a_t:

     A dataframe containing :

     _d_a_t_e the date of the observation (19850104 is January, 4, 1985)

     _s the ask price of the dollar in units of Yen in the spot market
          on Friday of the current week

     _f the ask price of the dollar in units of Yen in the 30-day
          forward market on Friday of the current week

     _s_3_0 the bid price of the dollar in units of Yen in the spot market
          on the delivery date on a current forward contract

_S_o_u_r_c_e:

     Bekaert, G.  and  R.  Hodrick (1993) "On biases in the measurement
     of foreign exchange risk premiums", _Journal of International
     Money and Finance _, *12*, 115-138.

_R_e_f_e_r_e_n_c_e_s:

     Hayashi, F. (2000) _Econometrics_, Princeton University Press,
     <URL:
     http://www.e.u-tokyo.ac.jp/~hayashi/hayashi_econometrics.htm>,
     chapter 6, 438-443.

_S_e_e _A_l_s_o:

     'Index.Books', 'Index.Economics', 'Index.Econometrics',
     'Index.Observations', 'Index.Time.Series'

