BIS currency index

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BIS currency index

Bogaso
Hi,

Have you heard anything about BIS narrow and broad indices for currencies?
In that case appreciate if you can share the constituents. Thanks,

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Re: BIS currency index

WillBtK
The BIS provides the data and the reference documentation here:
https://www.bis.org/statistics/eer.htm

Note that the weights for each country are re-estimated every 3 years, and calculated on the basis of direction of trade statistics, taking into consideration import weights, export weights, and third party competition (for example, Japan and Korea compete in many of the same electronics markets, so their relative exchange rate performance matters more than just the direct trade between these two countries).

________________________________
From: R-SIG-Finance <[hidden email]> on behalf of Christofer Bogaso <[hidden email]>
Sent: Wednesday, September 19, 2018 4:39:10 PM
To: [hidden email]
Subject: [R-SIG-Finance] BIS currency index

Hi,

Have you heard anything about BIS narrow and broad indices for currencies?
In that case appreciate if you can share the constituents. Thanks,

        [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

        [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.