% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 20.7 | 55.2 | 75.9 | 37.9 | 8.24 |
Brazilian real | 48.3 | 13.8 | 3.4 | 79.3 | 11.77 |
British pound | 82.8 | 65.5 | 89.7 | 65.5 | 7.26 |
Canadian dollar | 34.5 | 20.7 | 27.6 | 41.4 | 7.26 |
Chilean peso | 41.4 | 62.1 | 20.7 | 27.6 | 13.92 |
Chinese yuan renminbi | 55.2 | 79.3 | 58.6 | 48.3 | 7.10 |
Czech koruna | 17.2 | 44.8 | 31.0 | 62.1 | 7.77 |
Danish krone | 72.4 | 34.5 | 62.1 | 55.2 | 6.85 |
Euro | 44.8 | 27.6 | 55.2 | 58.6 | 6.77 |
Hong Kong dollar | 75.9 | 51.7 | 41.4 | 89.7 | 7.01 |
Hungarian forint | 51.7 | 6.9 | 10.3 | 13.8 | 9.56 |
Indian rupee | 86.2 | 17.2 | 24.1 | 44.8 | 7.01 |
Indonesian rupiah | 10.3 | 93.1 | 48.3 | 51.7 | 8.05 |
Israeli shekel | 100.0 | 48.3 | 96.6 | 20.7 | 12.26 |
Japanese yen | 3.4 | 58.6 | 13.8 | 3.4 | 10.73 |
Malaysian ringgit | 24.1 | 96.6 | 100.0 | 69.0 | 8.23 |
Mexican peso | 0.0 | 0.0 | 6.9 | 96.6 | 13.81 |
New Zealand dollar | 31.0 | 72.4 | 65.5 | 17.2 | 7.89 |
Norwegian krone | 6.9 | 24.1 | 51.7 | 6.9 | 9.81 |
Polish zloty | 62.1 | 10.3 | 79.3 | 75.9 | 8.23 |
Saudi riyal | 89.7 | 31.0 | 34.5 | 82.8 | 7.19 |
Singapore dollar | 37.9 | 69.0 | 69.0 | 93.1 | 6.24 |
South African rand | 13.8 | 89.7 | 86.2 | 31.0 | 10.61 |
South Korean won | 96.6 | 41.4 | 17.2 | 24.1 | 7.52 |
Swedish krona | 27.6 | 75.9 | 82.8 | 10.3 | 8.54 |
Swiss franc | 93.1 | 82.8 | 72.4 | 100.0 | 8.00 |
Taiwan new dollar | 65.5 | 86.2 | 44.8 | 34.5 | 7.08 |
Thai baht | 69.0 | 100.0 | 93.1 | 72.4 | 8.38 |
Turkish lira | 58.6 | 3.4 | 0.0 | 0.0 | 11.89 |
US dollar | 79.3 | 37.9 | 37.9 | 86.2 | 7.04 |
Page updated: 2024-10-29 03:12 EST DST (2024-10-29 07:12 UTC)