okmich/fx-usd-non-farm-payroll

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Created over 7 years ago
Updated over 7 years ago

okmich/fx-usd-non-farm-payroll

okmich

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Demonstrating and analyzing the impact of the US Non Farm payroll news on the forex market prices for three currency pairs (EURUSD, GBPUSD, USDJPY) since 2008 till June 2017. The fx dataset set for this analysis was downloaded from http://www.histdata.com/. It was further transformed and the transformed version can be downloaded from https://drive.google.com/drive/folders/0B0MdkEsxQHAQclJxamJPdjJ4UkU?usp=sharing

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