Hello.
I am working on GCC and ASEAN countries. I need weekly data on state variables for the following GCC countries Bahrain, Kuwait, Oman, Qatar, Saudi Arabia, and the United Arab Emirates and the following ASEAN countries Malaysia, Indonesia and Singapore. The variables are as follows (weekly data):
1). ∆ Three months yield - (The weekly change in three-month Treasury bill rate)
2). ∆ Slope of the yield curve - (long term bond and Treasury bill rate)
3). Credit spread - (Moody’s Baa rated bonds and ten-year treasury bond rate)
4). Liquidity spread - (net of 3-month repo rate and 3-month Treasury bill rate)
5). Financial sector/financial system index
Thanks
Shakeel