Gold price time series is available in Deutsche Bundesbank website, yearly average, monthly average and daily rates.
Data on website
We can find:
- Price of gold in London, morning fixing and afternoon fixing, USD;
- Price of gold, Frankfurt Stock Exchange fixing, DM;
- Price of gold, Dresdner Bank AG fixing, Euro.
These time series are amazing, with monthly average of price of gold in London, morning fixing dated back to 1950 !
Gold mine indeed. Good find!
ReplyDeleteHi hishamh, thanks for visiting my blog.
ReplyDeleteDo you have data that you may need in your research ?
You may try “crowdsourcing”. Someone in the “crowd” may have that piece of vital information.
Someone asks this question in Mahalo Answers about historical gold prices.
http://www.mahalo.com/answers/money/does-anyone-know-of-a-good-source-of-historical-gold-prices
I did a search and found this Deutsche Bundesbank website.
Haha, got the best answer, with a small token of reward :-)
I have asked questions too in Mahalo Answers. Sometimes it yielded great answers.
Maybe I shall share my experience in future post.
Pick a financial asset and describe its time series properties and indicate whether
ReplyDeletethe returns of the series behave in an efficient manner in no more than 600 words
(excluding appendices and tables). You are free to choose any financial asset, any
frequency or sample length. Present the empirical evidence from two academic
journal publications on the same topic. Compare in relation to your tests and
results. help?