Sanctions & Macro Data¶
Financial market data for studying the economic impact of sanctions, divestment, and political events on South Africa.
Sanctions Event Study (sanctions/)¶
| File | Rows | Description |
|---|---|---|
us_treasury_yields_monthly.csv |
432 | US benchmark yields |
gold_prices_monthly.csv |
300 | Monthly gold price |
Sources: FRED, IMF, World Bank, and the providers named in each file.
Retired series. Three files once listed here as the ZAR/USD commercial rand, and the dual-rate panel built from them, turned out to be a licensed Compustat extract for the Saudi riyal. They have been withdrawn and are not distributed. The US-yield file is kept for the record but should not be cited: it is a hand-typed approximation, not FRED GS10.
Macro/Finance (macro/)¶
| File | Rows | Description |
|---|---|---|
goldprice.csv |
11,259 | Daily gold price (London fix) |
randperdollar-avgdaily-clean.csv |
10,857 | Daily USD/ZAR exchange rate |
SA_indices.csv |
10,596 | Daily JSE stock market indices |
ceic_macro_panel.csv |
— | CEIC panel (gold, equities, GDP by sector/province) |
macro_controls_monthly.csv |
— | Monthly subset for event study controls |
Sources: CEIC, Datastream and other providers. CEIC and Datastream are subscription databases whose licences forbid redistribution; these files are not shared.
Research Applications¶
- Divestment effects: How did foreign divestment campaigns affect JSE valuations?
- Gold dependence: How did gold price movements interact with political instability?
- Capital flight: ZAR depreciation as a measure of investor confidence