Two files contain the spot prices (foreign currency in dollars) and the returns for daily exchange rates
of the following currencies relative to the US dollar
- AUD Australian Dollar
- BEF Belgian Franc
- CAD Canadian Dollar
- FRF French Franc
- DEM German Mark
- JPY Japanese Yen
- NLG Dutch Guilder
- NZD New Zealand Dollar
- ESP Spanish Peseta
- SEK Swedish Krone
- CHF Swiss Franc
- GBP UK Pound
There are 2567 (work-)daily spot prices, and so 2566 daily returns for each of these
12 currencies, over the period of about 10 years -- 10/9/86 to 8/9/96 (spot)