TY - DATA
T1 - Data underlying the research on daily currency exchange rate using event study methodology
PY - 2019/03/21
AU - hui hon chung
UR - https://data.4tu.nl/articles/dataset/Data_underlying_the_research_on_daily_currency_exchange_rate_using_event_study_methodology/12709070/1
DO - 10.4121/uuid:a013b37f-b1cc-4903-9b2f-255bb709887b
KW - Currency
KW - Event study
KW - Exchange rate
N2 - 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
ER -