% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 10.3 | 31.0 | 44.8 | 48.3 | 8.20 |
Brazilian real | 0.0 | 3.4 | 0.0 | 55.2 | 13.70 |
British pound | 75.9 | 51.7 | 86.2 | 72.4 | 7.33 |
Canadian dollar | 20.7 | 37.9 | 31.0 | 44.8 | 7.43 |
Chilean peso | 31.0 | 48.3 | 10.3 | 24.1 | 14.30 |
Chinese yuan renminbi | 48.3 | 62.1 | 62.1 | 31.0 | 6.99 |
Czech koruna | 89.7 | 17.2 | 24.1 | 65.5 | 8.23 |
Danish krone | 86.2 | 27.6 | 51.7 | 58.6 | 7.33 |
Euro | 79.3 | 24.1 | 55.2 | 62.1 | 7.01 |
Hong Kong dollar | 44.8 | 96.6 | 82.8 | 86.2 | 7.32 |
Hungarian forint | 24.1 | 0.0 | 13.8 | 10.3 | 11.28 |
Indian rupee | 41.4 | 86.2 | 58.6 | 41.4 | 7.30 |
Indonesian rupiah | 37.9 | 58.6 | 41.4 | 51.7 | 7.71 |
Israeli shekel | 69.0 | 100.0 | 89.7 | 34.5 | 10.68 |
Japanese yen | 65.5 | 20.7 | 34.5 | 3.4 | 10.10 |
Malaysian ringgit | 72.4 | 69.0 | 100.0 | 69.0 | 7.83 |
Mexican peso | 82.8 | 82.8 | 6.9 | 96.6 | 13.56 |
New Zealand dollar | 13.8 | 13.8 | 20.7 | 27.6 | 7.86 |
Norwegian krone | 3.4 | 41.4 | 48.3 | 6.9 | 10.02 |
Polish zloty | 93.1 | 34.5 | 65.5 | 89.7 | 8.89 |
Saudi riyal | 27.6 | 89.7 | 69.0 | 79.3 | 7.59 |
Singapore dollar | 55.2 | 55.2 | 79.3 | 93.1 | 6.36 |
South African rand | 62.1 | 72.4 | 96.6 | 37.9 | 10.78 |
South Korean won | 6.9 | 6.9 | 17.2 | 13.8 | 7.57 |
Swedish krona | 58.6 | 10.3 | 27.6 | 17.2 | 8.64 |
Swiss franc | 96.6 | 44.8 | 72.4 | 100.0 | 7.89 |
Taiwan new dollar | 51.7 | 75.9 | 37.9 | 20.7 | 7.26 |
Thai baht | 100.0 | 79.3 | 93.1 | 75.9 | 8.38 |
Turkish lira | 17.2 | 65.5 | 3.4 | 0.0 | 11.85 |
US dollar | 34.5 | 93.1 | 75.9 | 82.8 | 7.40 |
Page updated: 2024-12-07 03:18 EST (2024-12-07 08:18 UTC)