pound.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/pound.R
\docType{data}
\name{pound}
\alias{pound}
\title{USD/GBP Exchange Rates over time.}
\format{A data.frame with 778 observations on 4 variables:
\itemize{
 \item \strong{date:} date of the observation
 \item \strong{spot_rate:} the ask price of the US Dollar in units of the British Pound in the spot market on Friday of the current week,
 \item \strong{forward_30:} the ask price of the US Dollar in units of the British Pound in the 30-day forward market on Friday of the current week
 \item \strong{spot_30:} : the bid price of the US Dollar in units of the British Pound in the spot market on the delivery date on a current forward contract
}}
\source{
\url{https://sites.google.com/site/fumiohayashi/hayashi-econometrics/data-for-empirical}
}
\usage{
data('pound')
}
\description{
Hayashi Source: 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.
}
\details{
A time series data set at weekly frequency of the US Dollar / British Pound exchange rate. Data period is January 1975 to November 1989.
}
\section{Notes}{
 Used in the Empirical Exercise of Chapter 6.
}

\examples{
 str(pound)
}
\keyword{datasets}