Please note: Most of the data that you need I made it available in the Moodle. I uploaded the excel files in the assignment folder on the Moodle
“Data_Assignment”, and a copy of the same data in the Teaching Materials Folder “Data- Assignment”.
1) International Monetary Fund (IMF): https://data.imf.org/?sk=4c514d48-b6ba-49ed-8ab9-52b0c1a0179b&sId=1409151240976
Interest rates of all countries
Consumer Price Index of all countries
Industrial Production Index of all countries
Gross domestic product (GDP)
Exchange rates by country
Trade of goods by country
2) World Bank
GDP growth (annual %)- All countries
GDP per capita growth (annual %)- All countries
GDP per capita (current US$)- All countriesLet the excel do the calculation for all periods.
We do the same for other currencies: Euro, GBP, …etc using that currency spot rates and interest rates.
All the time the spot exchange rates, and the forward exchange rates are expressed in dollars per one unit of the foreign currency.
After you’ve done with the data, apply the data to one or more of the principles that we learned in this course such as:
3- Regression to forecast exchange rate
4- forward premium and discount
5- Arbitrage trading using forward/futures contracts
6- Foreign trade and exchange rate
Make brief analysis in excel and/or graphs and submit in the designated folder “Assignment – Final version”