[R-SIG-Finance] BIS currency index

[Will Oswald]

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 <r-sig-finance-bounces using r-project.org> on behalf of Christofer Bogaso <bogaso.christofer using gmail.com>
Sent: Wednesday, September 19, 2018 4:39:10 PM
To: r-sig-finance using r-project.org
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,

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