Reproducibility package for "Asymmetric exchange-rate responses to geopolitical threats and acts in emerging ASEAN economies"

This record contains the reproducibility package for the article "Asymmetric exchange-rate responses to geopolitical threats and acts in emerging ASEAN economies" (Dang, Phan and Nguyen). It includes the processed daily exchange-rate data for USD/VND, USD/THB, USD/IDR, USD/MYR and USD/PHP (1 June 2016 – 30 June 2026) and the AI-GPR Threats and Acts indices (Iacoviello & Tong, 2026); the R scripts for data processing and for the full estimation pipeline (quantile regressions, Persistent/Shock decomposition, predictive quantile regressions, cross-currency Wald tests with block bootstrap, FDR correction and robustness checks); the Python script that produces Figs. 5 and 6; the 23 result files underlying all tables and figures, together with the log of the official run; a data dictionary; and a MANIFEST with SHA-256 checksums. See README.md for instructions and software versions.