Stock markets, currency markets, and money markets

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 differentials 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.