The data is stacked across 14 economies, ID KR MY PH TH BR CO MX PE HU PL ZA TR IL, from 2000 to 2017.

DailyData.txt		Variable						Country
VIX:			VIX	
LC5US:			Local currency bond yield				US
LC5EA:			Local currency bond yield				Euro area
DS5S?:			Local currency credit risk premium			EME countries
LC5S?:			Local currency spread					EME countries
FC5S?:			Foreign currency spread				EME countries
MM?:			Short-term rate						EME countries
XR_SHOCKECB_?	ECB announcement shock on bilateral exchange rate	EME countries
NEER_SHOCKECB_?	ECB announcement shock on NEER			EME countries

MonthlyData.txt	Variable						Country
CR?			Domestic credit						EME countries
CPI?			CPI							EME countries
IP?			Industrial production					EME countries

