% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 69.0 | 86.2 | 31.0 | 48.3 | 9.35 |
Brazilian real | 100.0 | 62.1 | 86.2 | 96.6 | 11.92 |
British pound | 31.0 | 48.3 | 82.8 | 69.0 | 7.83 |
Canadian dollar | 58.6 | 41.4 | 58.6 | 72.4 | 7.66 |
Chilean peso | 0.0 | 13.8 | 69.0 | 27.6 | 19.37 |
Chinese yuan renminbi | 37.9 | 79.3 | 27.6 | 62.1 | 7.56 |
Czech koruna | 17.2 | 44.8 | 75.9 | 75.9 | 8.92 |
Danish krone | 20.7 | 34.5 | 72.4 | 44.8 | 7.43 |
Euro | 13.8 | 37.9 | 79.3 | 51.7 | 7.31 |
Hong Kong dollar | 86.2 | 31.0 | 41.4 | 79.3 | 8.02 |
Hungarian forint | 6.9 | 82.8 | 96.6 | 20.7 | 11.44 |
Indian rupee | 82.8 | 10.3 | 34.5 | 41.4 | 7.83 |
Indonesian rupiah | 55.2 | 6.9 | 62.1 | 58.6 | 7.94 |
Israeli shekel | 93.1 | 89.7 | 10.3 | 37.9 | 10.85 |
Japanese yen | 62.1 | 27.6 | 13.8 | 3.4 | 9.12 |
Malaysian ringgit | 41.4 | 24.1 | 17.2 | 31.0 | 7.76 |
Mexican peso | 96.6 | 51.7 | 100.0 | 100.0 | 11.48 |
New Zealand dollar | 89.7 | 93.1 | 20.7 | 34.5 | 9.20 |
Norwegian krone | 10.3 | 3.4 | 3.4 | 6.9 | 11.24 |
Polish zloty | 3.4 | 100.0 | 93.1 | 65.5 | 9.74 |
Saudi riyal | 75.9 | 17.2 | 55.2 | 89.7 | 8.08 |
Singapore dollar | 48.3 | 72.4 | 65.5 | 82.8 | 6.70 |
South African rand | 27.6 | 58.6 | 6.9 | 10.3 | 12.47 |
South Korean won | 34.5 | 65.5 | 48.3 | 17.2 | 8.12 |
Swedish krona | 24.1 | 96.6 | 37.9 | 13.8 | 9.34 |
Swiss franc | 51.7 | 75.9 | 89.7 | 93.1 | 7.78 |
Taiwan new dollar | 79.3 | 69.0 | 24.1 | 55.2 | 7.48 |
Thai baht | 65.5 | 55.2 | 44.8 | 24.1 | 9.01 |
Turkish lira | 44.8 | 0.0 | 0.0 | 0.0 | 13.99 |
US dollar | 72.4 | 20.7 | 51.7 | 86.2 | 8.06 |
Page updated: 2023-12-07 03:51 EST (2023-12-07 08:51 UTC)