Here you will find data for selected published papers. All data files are in CSV-format. Please cite the corresponding paper when using the data. Please contact me if you need further information.

"Arbitrage in the Foreign Exchange Market: Turning on the Microscope",
Farooq Akram, Dagfinn Rime and Lucio Sarno, Journal of International Economics, vol. 76, (November 2008), pp. 237-253.

• Data: EUR1M EUR3M EUR6M EUR1Y GBP1M GBP3M GBP6M GBP1Y JPY1M JPY3M JPY6M JPY1Y 
• Programs: Coming soon