Do Currency Markets Anticipate Equity Volatility? R Code

This dataset contains the complete R code used to produce the empirical results in the SSRN preprint “Do Currency Markets Anticipate Equity Volatility?”. The code implements daily currency–volatility analysis using coincident correlations, lead–lag correlation sweeps, and bidirectional Granger causality tests. All scripts are provided for transparency and reproducibility and are intended for research and educational use only.