Emerging-market currency stress signals (depreciation momentum, shock flags)
Signals derived from FRED's daily emerging-market FX series (local currency per USD) for India, Brazil, South Korea and Thailand: 30-day annualized log-return volatility, 63-day depreciation momentum, 1-year depreciation, drawdown depth vs the trailing 1-year high, 3-sigma currency-shock anomaly flags, naive-drift 21-day forecasts and a per-day cross-currency volatility rank. The EM-stress companion to the broad US-dollar-strength signals. All rows carry canonical country_code so they join cleanly with country-keyed macro data. Raw series: Federal Reserve Bank of St. Louis (FRED), underlying data Federal Reserve Board.
Qualité
Attribution
Federal Reserve Bank of St. Louis (FRED; derived signals by Frontier Data Hub)
Schéma
| Colonne | Type | Description |
|---|---|---|
| date | string | Observation date (FRED API field date; YYYY-MM-DD). |
| country | string | |
| country_code | string | |
| series_id | string | FRED series ID, e.g. DEXINUS; resolves to the series page at https://fred.stlouisfed.org/series/<id>. |
| series_label | string | Official FRED series title as published for the series (foreign exchange rate, local currency per USD, daily). |
| value | float | Spot exchange rate in units of local currency per one US dollar, as published by FRED; a rising value means the local currency is weakening against the dollar. See the series notes for methodology. |
| volatility_30d | float | |
| momentum_3m | float | |
| depreciation_yoy_pct | float | |
| drawdown_1y | float | |
| anomaly_flag | integer | |
| forecast_1m | float | |
| rank | integer |
Exemple de lignes
| date | country | country_code | series_id | series_label | value | volatility_30d | momentum_3m | depreciation_yoy_pct | drawdown_1y | anomaly_flag | forecast_1m | rank |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1973-01-02 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8.02 | — | — | — | — | 0 | — | — |
| 1973-01-03 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8.02 | — | — | — | — | 0 | — | — |
| 1973-01-04 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8 | — | — | — | — | 0 | — | — |
| 1973-01-05 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8.01 | — | — | — | — | 0 | — | — |
| 1973-01-08 | India | IND | DEXINUS | Indian Rupees to U.S. Dollar Spot Exchange Rate | 8 | — | — | — | — | 0 | — | — |
Télécharger un échantillon
Téléchargez l'échantillon complet de ce jeu de données (lignes d'exemple, pas le jeu complet).
Utiliser avec un LLM
Dirigez n’importe quel LLM vers le point d’accès des métadonnées — la documentation ci-dessus est aussi lisible par machine (JSON-LD + Croissant).
cURL
curl "https://datazimuts.com/v1/datasets/emfx_signals/em_currency_stress_signals" | jq '{title, rows, columns_count, license}'Python
import requests
ds = requests.get("https://datazimuts.com/v1/datasets/emfx_signals/em_currency_stress_signals").json()
print(ds["title"], ds["rows"], "rows")
# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
print(row)Point d’accès API: https://datazimuts.com/v1/datasets/emfx_signals/em_currency_stress_signals
Astuce : récupérez /llms.txt pour le catalogue complet lisible par machine.