Volatility Studies for Foreign Exchange and Euro Currency Rates
theFinancials.com Chart Library contains volatility
analyses of Foreign Exchange Rates (FOREX). There are hundreds of
daily-updated Classic, VaR, and GARCH foreign exchange volatility charts and Euro
currency interest rate charts. The chart library also provides Chart Books in PDF
format that contain groups of related charts. The charts can be accessed through
various Libraries that allow users to preview the charts by viewing descriptive
information and chart thumbnails. These libraries can also be searched so it is very easy
for users to find the chart they need. The Currency Library also contains many market reports and data
downloads.
The Currency Library is driven by a 10-year database containing spot, volatility of spot, and future
rates on more than 100 exchange rates and 26 short-term and forward Euro currency interest
rates. The database is processed everyday by an econometric software package that
calculates and stores volatility information. Classic/Standard Deviation Volatility
is calculated for 20, 50 and 200-day periods, Exponentially Weighted Moving Average (EWMA)
volatility is calculated using a .94 decay factor and Generalised Autoregressive
Conditional Heteroskedasticity (GARCH) volaility, a state-of-the-art volatility measure,
is also calculated daily.
The Market Reports are an ever-expanding group of reports that analyze volatility and
the foreign exchange and interest rate markets. Examples include: Top 10 FX
Volatilities vs GBP, Top 10 FX Volatilities vs USD, Major Foreign Exchange Cross Rates,
Today's Top 10 FX Rate Moves vs USD, Today's Top 10 Euro Currency Moves and Pacific Rim
Euro Currency Rates. These reports are presented in a powerful format that enables
users to view thumbnail and full-size charts as well as download 1-year data series
directly in Microsoft Excel and text formats.
Market Watch is a service allows users to place "watches" on foreign exchange
rates and Euro currency interest rates. When a rate falls below or exceeds the limits set
by the user they receive alerts in the form of an email that details the rate that
triggered the alert and links to corresponding charts in the Chart Library. The site
is updated every day and you will be notified within hours after the London market closes
if your limits have been met.
The Market Reports, Market Watch and Chart Library resources are driven by user demand.
If there is something you need that is not addressed by theFinancials.com Currency Library feel
free to contact us at fx theFinancials.com.
At the theFinancials.com Currency Library,
you'll discover an easy to use, information packed web site. Click here to learn more about volatility.
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