Kai Li Wang, Christopher Fawson, Christopher B. Barrett, and James B. McDonald, "A Flexible Parametric GARCH Model with an Application to Exchange Rates", Journal of Applied Econometrics, Vol. 16, No. 4, 2001, pp. 521-536. The data files Ger.dat, Bri.dat, Jap.dat, Fre.dat, Bel.dat, and Ita.dat contain the daily noon spot U.S dollar exchange rate data ($/local currency) for the German deutsche mark, British pound, Japanese yen, French franc, Belgian franc, and Italian lira (IL), respectively. The data cover the period from January 1, 1985 to November 21, 1996 (3,016 observations per series). Data were obtained from the Exchange Rate Service of the Pacific Data Center at the University of British Columbia. All these files, which are in DOS format, are zipped in the file rx-data.zip. In addition to the data, this directory contains the following files: Appendices 2, 3, and 4 of the paper, in both PDF and PostScript versions. Three figures, in the files Kurt31.jpg, Kurt45.jpg, and Kurt59.jpg. Kai-LI Wang Tamkang University kaiwang@mailtku.edu.tw