* All data contained in these files is returns rather than price data.

* The returns are based on daily European Central Bank foreign exchange fixings,
downloaded here:
https://www.ecb.europa.eu/stats/exchange/eurofxref/html/index.en.html
* Data runs from 4 Apr 2005 to 31 Aug 2015.

File name:
Variables:
Note:
f 1 EUR in

FX Data - EUR crosses.csv

18
All crosses against the EUR. Returns based on changes in price o
units of the reference currency.

File name:
Variables:
Note:
f 1 USD in

FX Data - USD crosses.csv

18
All crosses against the USD. Returns based on changes in price o
units of the reference currency.

File name:
Variables:
Note:

FX Data - All crosses.csv

171
All possible crosses for all available currencies.