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

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