10.4121/uuid:a013b37f-b1cc-4903-9b2f-255bb709887b

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Data underlying the research on daily currency exchange rate using event study methodology Dataset

hui hon chung,
Dataset contains daily exchange rates covering RM/USD, RM/EUR, RM/GBP, RM/Yen, RM/HKD and RM/SGD and also daily domestic and foreign interest rates. Data runs from 1 August 2005 to 30 August 2018, with some missing values. The exchange rates are transformed into logarithms and the first difference is then taken

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