%0 Generic
%A hon chung, hui
%D 2019
%T Data underlying the research on daily currency exchange rate using event study methodology
%U https://data.4tu.nl/articles/dataset/Data_underlying_the_research_on_daily_currency_exchange_rate_using_event_study_methodology/12709070/1
%R 10.4121/uuid:a013b37f-b1cc-4903-9b2f-255bb709887b
%K Currency
%K Event study
%K Exchange rate
%X 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
%I 4TU.Centre for Research Data