This dataset supports an empirical study investigating the transition from fixed to floating exchange rate regimes. It includes monthly and daily changes in exchange rates, alongside interest rates and inflation data, for selected countries (Chile, Egypt, Israel, Poland, Russia, Turkey) that have undergone such transitions in the last three decades. By analyzing these variables, the study aims to uncover key patterns and policy insights related to monetary stability, exchange rate market efficiency, and the conditions that contribute to orderly or disorderly exits from fixed exchange rate systems.