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GARCH-DCC CORRELATION PLOT BETWEEN EXCHANGE RATES

Average Correlation for Friday, December 14, 2018: 0.18% (0.00)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Exchange Rates Conditional Correlation Graph

Dataset Series

The Exchange Rates dataset contains the 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