ASEAN-5+3 exchange rates, 11/16/1995 to 12/31/2018
Time series were constructed of currency exchange rates for the ASEAN-5+3 members. ASEAN-5 comprises the original five members of ASEAN, namely Indonesia, Malaysia, the Philippines, Singapore, and Thailand. ASEAN-5+3 further comprises Japan, the People's Republic of China, and South Korea. The Swiss franc was used as the base currency. To ensure uniformity of data scope and analysis, the date range was limited to November 16, 1995 to December 31, 2018, i.e., N=5738. Days were deleted from all data sets if they were not common to all eight data sets. Data was obtained from the PACIFIC Exchange Rate Service at the University of British Columbia Sauder School of Business (Antweiler, W., Foreign Exchange Rates, http://fx.sauder.ubc.ca/data.html, last accessed October 10, 2019.). File format is JulianDay Date DayofhteWeek JapaneseYen ChineseRenminbo SouthKoreanWon IndonesianRupiah MalaysianRinggit PhilippinePeso SingaporeDollar ThaiBaht.
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Download from http://fx.sauder.ubc.ca/data.html