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Exchange Rate Pegs and Foreign Exchange Exposure in East and South East Asia - page 28 / 33

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28 / 33

Hong Kong

33

Hang Seng

hngkngi

471

Indonesia

100

Composite

jakcomp

322

Japan

100

Nikkei 225

japdowa

539

Korea

100

Composite

korcomp

457

Malaysia

98

Kuala Lumpur Composite

klpcomp

443

Philippines

33

Manila Composite

mancomp

405

Singapore

45

Singapore Straits

sngpori

467

Taiwan

100

Taiwan Weighted

taiwigh

344

Thailand

100

Bangkok S.E.T.

bngkset

454

Average No. Obs per

Australia New Zealand

100 40

Australia All Ordinaries SE 40

austall nz40cap

World

1600

Morgan Stanley US dollar World index

mswrld$

Country firm

445 349

--

Note: The average number of observations is the average number of weekly return observations per firm. Weekly returns are calculated from Friday to Friday.

Appendix Table 1 Definitions of Market Indexes, and Number of Companies

Number of

Local Market

Companies

Index

DataStream Mnemonic

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