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 |
|---|---|---|
sanctions_with_credit_spreads.csv |
51 | Sanctions events with market reactions |
event_study_with_gold_prices.csv |
51 | Event study dataset with gold price controls |
credit_spreads_monthly.csv |
432 | SA credit spreads vs US treasuries |
sa_bond_yields_monthly.csv |
765 | SA government bond yields |
exchange_rates_daily_extended.csv |
15,590 | Daily ZAR/USD exchange rate |
exchange_rates_monthly_extended.csv |
526 | Monthly exchange rate |
us_treasury_yields_monthly.csv |
432 | US benchmark yields |
gold_prices_monthly.csv |
300 | Monthly gold price |
Sources: SARB, FRED, IMF, World Bank
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, SARB
Research Applications¶
- Sanctions impact: Did credit spreads widen after specific sanctions events?
- 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