% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 17.2 | 3.4 | 24.1 | 37.9 | 8.26 |
Brazilian real | 100.0 | 65.5 | 13.8 | 93.1 | 12.63 |
British pound | 34.5 | 27.6 | 44.8 | 3.4 | 8.28 |
Canadian dollar | 27.6 | 17.2 | 58.6 | 72.4 | 7.37 |
Chilean peso | 0.0 | 75.9 | 31.0 | 75.9 | 10.10 |
Chinese yuan renminbi | 51.7 | 86.2 | 55.2 | 17.2 | 6.70 |
Czech koruna | 79.3 | 48.3 | 20.7 | 79.3 | 6.99 |
Danish krone | 24.1 | 20.7 | 37.9 | 51.7 | 6.57 |
Euro | 31.0 | 13.8 | 41.4 | 48.3 | 6.37 |
Hong Kong dollar | 41.4 | 24.1 | 89.7 | 31.0 | 6.76 |
Hungarian forint | 69.0 | 58.6 | 17.2 | 27.6 | 8.21 |
Indian rupee | 3.4 | 62.1 | 27.6 | 13.8 | 8.03 |
Indonesian rupiah | 10.3 | 93.1 | 75.9 | 10.3 | 7.56 |
Israeli shekel | 96.6 | 79.3 | 86.2 | 82.8 | 7.23 |
Japanese yen | 86.2 | 82.8 | 79.3 | 62.1 | 8.56 |
Malaysian ringgit | 6.9 | 89.7 | 69.0 | 55.2 | 6.81 |
Mexican peso | 89.7 | 96.6 | 72.4 | 20.7 | 10.43 |
New Zealand dollar | 72.4 | 55.2 | 51.7 | 69.0 | 8.75 |
Norwegian krone | 13.8 | 6.9 | 34.5 | 34.5 | 7.63 |
Polish zloty | 62.1 | 10.3 | 10.3 | 58.6 | 7.48 |
Saudi riyal | 37.9 | 41.4 | 93.1 | 41.4 | 6.79 |
Singapore dollar | 58.6 | 69.0 | 82.8 | 65.5 | 5.85 |
South African rand | 82.8 | 51.7 | 3.4 | 96.6 | 13.67 |
South Korean won | 44.8 | 44.8 | 65.5 | 89.7 | 7.04 |
Swedish krona | 20.7 | 0.0 | 6.9 | 6.9 | 7.83 |
Swiss franc | 65.5 | 31.0 | 48.3 | 24.1 | 6.98 |
Taiwan new dollar | 48.3 | 37.9 | 62.1 | 86.2 | 6.53 |
Thai baht | 75.9 | 100.0 | 100.0 | 100.0 | 6.73 |
Turkish lira | 93.1 | 72.4 | 0.0 | 0.0 | 16.84 |
US dollar | 55.2 | 34.5 | 96.6 | 44.8 | 6.77 |
Page updated: 2019-02-18 04:02 EST (2019-02-18 09:02 UTC)