BUSN - Bloomberg
Currency
The main menu for Currency data may be accessed by clicking on the yellow <Curncy> key and then the green <GO> key.
How to find?
- Currency volatilityCompare implied (market quoted) and realized (actual) volatility as well as spot price for a currency, currency pair over a specified period of time.
- Historical currency exchange ratesFind historical spot prices for currency exchange pairs.
What is currency volatility?
What is currency volatility?
"Volatility represents the degree to which a variable changes over time. The larger the magnitude of a variable change, or the more quickly it changes over time, the more volatile it is ... Volatile exchange rates make international trade and investment decisions more difficult because volatility increases exchange rate risk. Exchange rate risk refers to the potential to lose money because of a change in the exchange rate." (International Finance Theory and Policy) by Steven M. Suranovic.
Historical volatility
"The realized volatility of a financial instrument over a given time period. Generally, this measure is calculated by determining the average deviation from the average price of a financial instrument in the given time period. Standard deviation is the most common but not the only way to calculate historical volatility." (Investopedia.com)
- Last Updated: Aug 20, 2024 9:29 AM
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