Data for: Rare Disaster Risk and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas

Data Explanation
1. rare_disaster_data1.txt
monthly data for the number of news articles
1st column: time
2nd column: The number of news articles covering North Korea’s military provocations
3rd column: The number of news articles covering North Korea’s nuclear bomb tests
4th column: The number of news articles covering North Korea’s missile tests
5th column: The nominal exchange rate between South Korea and the US
6th column: CPI for South Korea
7th column: CPI for the US
2. rare_disaster_data2_5m_2.txt - rare_disaster_data2_5m_6.txt
5 minute high-frequency data for the exchange rate
2nd – 6th nuclear tests in North Korea
1st column: date
2nd column: time
3rd column: The nominal exchange rate between South Korea and the US
3. rare_disaster_data3_daily_1.txt
daily data for the exchange rate
1st nuclear test in North Korea
1st column: date
2nd column: The nominal exchange rate between South Korea and the US