Baker Library | Bloomberg Center

Federal Reserve Bank Reports

Description: Three databases are available: Foreign Exchange Rates, Interest Rates and State Indexes.

The Federal Reserve Bank Reports in WRDS contain three databases collected from Federal Reserve Banks: two of them come from Reports published from the Federal Reserve Board; the other one comes from the Federal Reserve Bank of Philadelphia. Foreign Exchange Rates (Federal Reserve Board's H.10 Report). The WRDS FX database is based upon the Federal Reserve Board's H.10 release and contains Foreign Exchange rates for over 30 world currencies and trade-weighted indices. WRDS carries all of these FX rates in currency units per U.S. dollar (e.g. yen/$ and a few are also available in "inverted form" (e.g. $/pound). Interest Rates (Federal Reserve Board's H.15 Report). The WRDS RATES database is based upon the Federal Reserve Board's H.15 release that contains selected interest rates for U.S. Treasuries and private money market and capital market instruments. All rates are reported in annual terms. Daily figures are for Business days and Monthly figures are averages of Business days unless otherwise noted. FRB-Philadelphia State Indexes. A set of coincident indexes for the 50 states has been developed at the Federal Reserve Bank of Philadelphia, based on a national coincident index methodology developed by James Stock and Mark Watson.

Content Type: Financial Markets Data, WRDS

Subject: Exchange Rates, Interest Rates

Access:

  • Current HU faculty, students, and staff

  • Harvard University faculty, graduate students (including MBA students) and researchers can request a WRDS account
  • HU undergraduates may use WRDS in the Financial Databases Room.

Note: Use of WRDS is limited to academic and non-commercial research purposes. The right to access licensed databases and copyrighted material on the WRDS system is only for internal or academic research. You may not use data downloaded from WRDS for any commercial endeavor. In addition, you may not reveal, disclose, transfer, or share username and password information with anyone. Additional restrictions apply. See WRDS Terms of Use.

Use of this database implies acceptance of our Copyright and Licensing Restrictions.


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