100-Years of Dollar Factor

8 Pages Posted:

Date Written: September 22, 2022

Abstract

This paper combines multiple data sources to create 100-year daily data history for Dollar Factor. In the first section of this article, we introduced the Dollar Factor. It represents the value of the US Dollar (USD) relative to its most crucial trading partners' currencies. As a result, it reflects the US economy relative to the rest of the world. In the second section, we combined data sources for 1926-1953, 1953-1971, and 1971-2022. However, the data from the first period are at a monthly frequency only. Therefore, in the next section, we applied simple linear interpolation to transform them into daily data. Finally, we combined the data into one time series to create 100-year daily data history for Dollar Factor.

Keywords: dollar, dollar factor, currency, data history

JEL Classification: G10

Suggested Citation

Javorská, Juliána and Hanicova, Daniela, 100-Years of Dollar Factor (September 22, 2022). Available at SSRN: https://ssrn.com/abstract=

Juliána Javorská (Contact Author)

affiliation not provided to SSRN

Daniela Hanicova

Quantpedia ( email )

Dulovo namestie 14
Bratislava, 85110
Slovakia

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