World Currency Monitor Annual, 1976-1989: U.S. Dollar : The Value of the U.S. Dollar in Foreign Terms by Emanuel Frenkel. (ISBN: 0887365426) It lists weekly rates for a whole host of currencies, right back to January 1976.
The problem is that the data's on dead trees. It would be ever so much more useful if it were in some kind of dataset. Any economists or librarians out there know if it is? I have no slaves...er, graduate students to do the data entry from the book, and in any case that kind of data entry is prone to error.
- http://eh.net/hmit/exchangerates/ -- goes all the way back to 1791 for USD/GBP, but only lists annual rates.
- http://fx.sauder.ubc.ca/etc/USDpages.pdf -- 1948 to present, but again annual.
- http://www.oanda.com/convert/fxhistory -- useful, with daily rates, but with gaps; for example, USD/GBP is available back to 1971, while USD/CNY only goes back to mid-'93.
- http://www.triacom.com/archive/exchange.en.html -- again, annual data.
- http://www.federalreserve.gov/releases/H10/hist/ -- also useful, with daily data, but again patchy; USD/MEX only goes back to '93.
- http://www.xe.com/ict/ -- daily, but only goes back to '95.
You get the idea.
Anyway, pointers very welcome. Thanks in advance.
(Aaargh. This is my second attempt at a posting because LJ ate the last one because it complained I was posting with a backdated timestamp. Fuckers.)
