Stock markets, currency markets, and money markets
Dataset
Chen, Y. 2022. Stock markets, currency markets, and money markets.
| Authors | Chen, Y. |
|---|---|
| Description | 1. logged changes of daily closing prices for stock exchanges: SSE Composite Index of China, TOPIX (Japan), KOSPI (Korea), TAIEX (Taiwan), HANG SENG Index (Hong Kong), STI (Singapore), ASX200 (Australia), MICEX Index (Russia), DAX30 (Germany), CAC40 (France), FTSE100 (UK), and S&P500 (USA) 2. logged changes of daily exchange rates: measured as the Chinese currency per unit of another currency 3. interest rate diffentials of China against another market. The rates: the interbank overnight of China, the uncollateral overnight of Japan, the overnight call rate of Korea, the overnight repo rate of Taiwan, the overnight deposit of Hong Kong, the interbank call of Singapore, the overnight deposit of Australia, the overnight deposit of Russia, the overnight interbank of Germany, the Eu-Franc short-term deposit of the France, the LIBID/LIBOR overnight of the UK, and the overnight repo of the USA. |
| Keywords | Stock exchanges; Closing prices; Interest rates; Exchange rates |
| Year | 2022 |
| Data files | Data type Spreadsheet Contents Data File Access Level Open |
| Data collection period | 01 Jan 2005 to end of 31 Dec 2014 |
| Data collection method | Datastream |
| Data preparation and processing activities | Different sample observations in different countries due to each country’s specific holiday and institutional arrangements are adjusted by excluding the dates when any one of the stock markets was closed. |
| Publication process dates | |
| Deposited | 28 Jun 2022 |
https://repository.canterbury.ac.uk/item/91567/stock-markets-currency-markets-and-money-markets
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