The daily data on equity and currency are supplied by Bloomberg. These are the data
watched by investors on a real time basis. Asset allocation and buy/sell
recommendations/decisions for fund managers are sometimes based on reports that
rely on these data. The return data are calculated from 1975 to 1998 for ten markets
and nine currencies against the USD. The ten markets are Singapore (DBS50), Hong
Kong (HSI), Malaysia (KLCI), Japan (NKY), Philippines (PCOMP), Indonesia (JCI),
South Korea (KOSPI), Thailand (SET), Taiwan (TWSE) and USA (INDU). The nine
currencies against USD are SGD, HKD, MYR, JPY, PHP, IDR, KRW, THB and
TWD.