Exchange Rates Data Across Emerging Economies

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.

本数据集的时间跨度为2019年10月2日至2022年5月5日。该数据集包含20个新兴经济体的各类汇率对数收益率数据。本文采用小波分析（wavelet analysis）方法，对货币传染现象展开检验与研究。