% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 86.2 | 27.6 | 17.2 | 55.2 | 9.47 |
Brazilian real | 89.7 | 96.6 | 48.3 | 93.1 | 13.32 |
British pound | 44.8 | 93.1 | 58.6 | 69.0 | 8.45 |
Canadian dollar | 69.0 | 75.9 | 27.6 | 82.8 | 8.09 |
Chilean peso | 75.9 | 65.5 | 86.2 | 65.5 | 15.47 |
Chinese yuan renminbi | 51.7 | 13.8 | 34.5 | 79.3 | 7.61 |
Czech koruna | 55.2 | 62.1 | 89.7 | 96.6 | 9.07 |
Danish krone | 58.6 | 69.0 | 72.4 | 44.8 | 8.13 |
Euro | 37.9 | 72.4 | 75.9 | 41.4 | 7.69 |
Hong Kong dollar | 6.9 | 55.2 | 69.0 | 62.1 | 8.10 |
Hungarian forint | 27.6 | 86.2 | 96.6 | 17.2 | 13.42 |
Indian rupee | 17.2 | 34.5 | 31.0 | 24.1 | 7.81 |
Indonesian rupiah | 20.7 | 79.3 | 51.7 | 51.7 | 8.08 |
Israeli shekel | 3.4 | 24.1 | 10.3 | 27.6 | 10.93 |
Japanese yen | 34.5 | 31.0 | 20.7 | 3.4 | 10.55 |
Malaysian ringgit | 62.1 | 17.2 | 44.8 | 34.5 | 7.92 |
Mexican peso | 65.5 | 82.8 | 100.0 | 100.0 | 11.64 |
New Zealand dollar | 82.8 | 20.7 | 24.1 | 48.3 | 10.48 |
Norwegian krone | 93.1 | 6.9 | 6.9 | 6.9 | 11.86 |
Polish zloty | 96.6 | 100.0 | 82.8 | 37.9 | 9.97 |
Saudi riyal | 10.3 | 48.3 | 62.1 | 75.9 | 8.11 |
Singapore dollar | 41.4 | 51.7 | 79.3 | 86.2 | 7.05 |
South African rand | 100.0 | 3.4 | 3.4 | 13.8 | 13.16 |
South Korean won | 79.3 | 37.9 | 37.9 | 31.0 | 8.55 |
Swedish krona | 72.4 | 10.3 | 13.8 | 10.3 | 9.29 |
Swiss franc | 31.0 | 89.7 | 93.1 | 89.7 | 8.59 |
Taiwan new dollar | 24.1 | 41.4 | 41.4 | 58.6 | 7.81 |
Thai baht | 48.3 | 58.6 | 55.2 | 20.7 | 9.02 |
Turkish lira | 0.0 | 0.0 | 0.0 | 0.0 | 13.86 |
US dollar | 13.8 | 44.8 | 65.5 | 72.4 | 8.07 |
Page updated: 2023-06-03 03:11 EST DST (2023-06-03 07:11 UTC)