Data underlying the research on daily currency exchange rate using event study methodology
datasetposted on 21.03.2019 by hui hon chung
Datasets usually provide raw data for analysis. This raw data often comes in spreadsheet form, but can be any collection of data, on which analysis can be performed.
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