Data for: Rare Disaster Risk and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas

Data Explanation 1. rare_disaster_data1.txt monthly data for the number of news articles 1st column: time 2nd column: The number of news articles covering North Korea’s military provocations 3rd column: The number of news articles covering North Korea’s nuclear bomb tests 4th column: The number of news articles covering North Korea’s missile tests 5th column: The nominal exchange rate between South Korea and the US 6th column: CPI for South Korea 7th column: CPI for the US 2. rare_disaster_data2_5m_2.txt - rare_disaster_data2_5m_6.txt 5 minute high-frequency data for the exchange rate 2nd – 6th nuclear tests in North Korea 1st column: date 2nd column: time 3rd column: The nominal exchange rate between South Korea and the US 3. rare_disaster_data3_daily_1.txt daily data for the exchange rate 1st nuclear test in North Korea 1st column: date 2nd column: The nominal exchange rate between South Korea and the US