Data for: Asian Financial Market Integration and the Role of Chinese Financial Market

Data consists of 10 Asian countries, Japan, China, Hong Kong, Taiwan, South Korea, Singapore, Malaysia, Thailand, Indonesia, Philippines plus U.S., total 11 countries. Monthly stock market index and nominal exchange rates (end of the month in local currency terms) are collected from Datastream from January 1990 to December 2013 total 288 monthly observations. Monthly dividend yield is obtained from the Bloomberg for the sample period.

本数据集共纳入11个研究样本，涵盖10个亚洲经济体及美国：亚洲经济体分别为日本、中国、中国香港、中国台湾、韩国、新加坡、马来西亚、泰国、印度尼西亚、菲律宾。研究数据采集自Datastream，包含1990年1月至2013年12月期间共计288个月度观测值，具体指标为月末以当地货币计价的股票市场指数与名义汇率。样本期内的月度股息收益率数据取自Bloomberg。