I am trying to convert various series of returns into one currency (euro). I saw from aprevious post that soemone suggested using conversion factors, where would I find these? Also, given that the euro only goes back so far is there anyway to get a proxy for historic Eurozone returns?
No, can access the fx data - I suppose my question is if your time series is in US dollars and goes back say 40 years and you want it in Euros, what conversion rate would you use given the Euro hasn't been around that long??