hmw-set1.dat
Creators:
Weike Hai
;
Nelson C. Mark
;
Yangru Wu
From the dataset abstract
Using the Kalman filter, we obtain maximum likelihood estimates of a permanent-transitory components model for log spot and forward dollar prices of the pound, the franc, and the yen....
Source: Understanding spot and forward exchange rate regressions (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/7ea1d380-5ba4-4d3f-8838-9195f182907b/resource/39f3d0a6-79fb-4563-927a-cb62d275bad5/download/hmw-set1.dat |
| Last updated | November 9, 2022 |
| Created | November 9, 2022 |
