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Exchange Rates GARCH-DCC Correlation Analysis
Average Correlation for Friday, May 24th, 2019:0.1765 (0.0000)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Exchange Rates GARCH-DCC
Correlation Summary Table

Lower Corr:

-0.5140

Upper Corr:

0.6983

1st Factor:

0.3974

2nd Factor:

0.1021

  • Dataset Series
    The Exchange Rates dataset contains the following series:
  • Australian Dollar
  • Brazilian Real
  • British Pound
  • Canadian Dollar
  • Chilean Peso
  • Chinese Renminbi
  • Colombian Peso
  • Croatian Kuna
  • Czech Koruna
  • Danish Krone
  • Euro
  • Hong Kong Dollar
  • Hungarian Forint
  • Indian Rupee
  • Indonesian Rupiah
  • Israeli Shekel
  • Japanese Yen
  • Malaysian Ringgit
  • Mauritian Rupee
  • Mexican Peso
  • Moroccan Dirham
  • New Zealand Dollar
  • Norwegian Krone
  • Pakistani Rupee
  • Peruvian New Sol
  • Philippine Peso
  • Polish Zloty
  • Russian Ruble
  • Singapore Dollar
  • South African Rand
  • South Korean Won
  • Swedish Krona
  • Swiss Franc
  • Taiwanese Dollar
  • Thai Baht
  • Turkish New Lira
  • United States Dollar Index