Exchange Rates Data Across Emerging Economies

Published: 2 May 2023| Version 1 | DOI: 10.17632/6gndtjht66.1
Contributor:
Nur Ain Shahrier

Description

This is the data that spans from 2nd October 2019 to 5th May 2022. The data is the log return of each exchange rates across 20 emerging economies. In this paper, we examine the currency contagion using wavelet analysis.

Files

Institutions

Sunway University Business School

Categories

Behavioral Finance

Licence