This directory contains the file
basket.zip, a PKZIP archive
which extracts into the file basket.xls. This is a Microsoft
Excel 5.0 (or above) workbook which allows you to
compose baskets of
the major trading currencies: Swiss Franc, German Mark, British Pound,
Japanese Yen, and U.S. Dollar and evaluate their performance over the
period 1984–1994 in terms of overall gain or loss, yearly volatility,
and maximum gain and/or loss from the initial position. Results are
presented both for investors who “keep score” in US$ and Swiss Francs.
A monthly database of currency values is included.
