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Basic Sources of International Economic Statistics

Exchange Rates

Major Sources:

Global Financial Data Data on bonds, commodities, interest rates, stock markets and indices, futures, exchange rates, GDP, prices, and unemployment. World exchange rates back to 1624.
Datastream International Provides exchange rates and other economic data. Coverage is international. Dates of coverage vary. Consult the "Indices, Interest and Exchange Rates" volume for details. On the program line type HELP ER? to get a list of codes. To change the currency default use the ~ followed by the code. For help on using exchange rates in Datastream see the guide.
Available on the workstations located near Firestone A-13-J and STOKES. Part of Refinitiv Workspace.
Tick-by-tick Intraday Data Provides intraday data.  Princeton subscribes to the following components:  Futures, Cash Indices (including the VIX), London Equities, Euronext Equities; and options for SPX (Standard & Poor's 500 options) and VIX (CBOE Volatility Index options). Includes futures data on currencies, equity indexes, grains, metals, interest rates, energy commodities, foods, fibers, and meats.  Also includes intraday trade and quote data on equities traded on the London Stock Exchange and the Euronext as well as intraday Forex quote data (Forex trade data is no longer carried after 10/31/2014 since ‘trade data’ was actually just ‘bid data’ As ‘bid data’ is contained within the quote data).. Available on Restricted Workstations (located near Firestone A-13-J) 9 and 10 Dates of coverage vary.  Updated daily. Documentation includes many helpful tips.
Quandl Historical global price indexes for a number of cryptocurrencies (including Bitcoin), as calculated by Brave New Coin.
Kaiko Tick data for many major cryptocurrencies.  
International Financial Statistics 1948- . (HG3851.I574 (Current edition in DSS)
Flagship publication of the International Monetary Fund. Provides exchange rates in US Dollars, Euro, and SDRs.  Summary statistics and "real effective exchange rates" can be found in International Financial Statistics Yearbook, 1979-. Available electronically through Sage Data .
Foreign Exchange Rates for the Week Ending.... Federal Reserve System publication. Each issue provides daily figures for the previous week. Covers about 25 currencies.
 


Other Sources

 

Berlin, Howard M. World Monetary Units: An Historical Dictionary, Country by Country.
Jefferson, NC: McFarland, 2006.
Provides brief monetary histories and chronologies for 203 countries and four confederations.
(DR) HG216.B465 2006
Bidwell, R.L. Currency conversion tables: a hundred years of change.  London: Collings, 1970.

Provides exchange rates for 28 countries to the U.S. dollar and the British pound from 1914 to 1969 in most cases. For some, information is given prior to 1914.
(DR) HG219 .B5

Denzel, Markus A. Handbook of world exchange rates, 1590-1914.  Farnham, Surrey, England; Burlington, VT: Ashgate, c2010.  
McCusker, John J. Money and Exchange in Europe and America, 1600-1775: A Handbook.
Chapel Hill: University of North Carolina, 1978.
(DR) HG219.M33
World Currency Yearbook. 1957-1993. Provides history and statistics for world currencies. Includes black market rates.
(DR) HG219.P58
Handbook of Medieval ExchangeSpufford, Peter.
London: Offices of the Royal Historical Society, 1986.
(DR) HG3811.S68
MEMDB: Medieval and Early Modern Data Bank Contains currency data from the Medieval Ages.



Currency Converters

Black Market Exchange Rates

  • Global Financial Data
    • Time series of black market exchange rates for about 50 countries.  Largely historic but some are fairly up to date including for North Korea and Venezuela.
    • Click the "GFD Search Engines" button. 
    • In the left-side column, under "Series Type," choose "Exchange Rates - Black Market" from the drop-down menu.
  • Gramacy, R., Malone, S. W., & Horst, E. T. (2014). Exchange rate fundamentals, forecasting, and speculation: Bayesian models in black markets. Journal of Applied Econometrics, 29(1), 22-41.  This research uses a dataset on black market rates, including determinants, and contains the official rate for constructing the black market premium.  Coverage varies by nation, and appears to range from 1963 to 2009.

  • For Egypt, the Daily News features regular stories on the black market.
  • For Iran, see the Central Bank of Iran's Time Series Database.
    • Choose the category External Sector
    • then "Value of Financial Assets (Exchange Rate & Coin Price"
    • then exchange rates
    • under both US Dollar and Euro, you will find "Non-official Rate".
  • For Iran, daily reporting back to 2012 can be found at https://www.bonbast.com/archive. Can also be found in Datastream using the mnemonic IAXRUSDPR
  • For Venezuela,
  • World Currency Yearbook. 1957-1993. Provides history and statistics for world currencies. Includes black market rates.
    (DR) HG219.P58