<p>I would begin my search by finding related papers in the <em>Journal of Applied Econometrics</em> that contains currency as a key word.</p>

<p>After a related paper is identified, I would to go to the data archive URL: <a href="http://qed.econ.queensu.ca/jae/" rel="nofollow noreferrer">http://qed.econ.queensu.ca/jae/</a> to see if the data in the paper were uploaded there.</p>

<p>Two papers I found that are related to financial contagion (and possibly leading to a relevant data set for your study):</p>

<ul>
<li><p>Eichengreen, B., Rose, A.K. and Wyplosz, C., 1996. Contagious currency crises (No. w5681). National Bureau of Economic Research.</p></li>
<li><p>Dungey, M. and Renault, E., 2018. Identifying contagion. Journal of Applied  Econometrics, 33(2), pp.227-250.</p></li>
</ul>

<p>You can also use the references therein to find more related papers. I hope it helps so far.</p>

<p>P.S. If your school has a subscription to Bloomberg Terminal, I believe those currency data can be found in the Terminal.</p>

CC BY-SA 4.0
2019-11-23T04:45:06.890Z
2019-11-23T04:45:06.890Z
QuantStats
<p>Dear StackExchange users,</p>

<p>I am currently studying currency crises and for that I need data from 1980-2018. I have used data from IMF, OECD, BIS, WORLD BANK, etc., but I still have some missing data especially for Real effective exchange rate (REER), Reserves, discount rate for countries such as: Argentina, Peru, Thailand, Australia, Georgia, Ukraine, Russia, Indonesia, Korea, etc.</p>

<p>Does anyone know any good online source or any database from well-known papers where I can find this kind of data. </p>

<p>P.S. I also need some data and any idea how to calculate financial contagion. 
A dataset and do file would be really helpful for that.</p>

<p>Thanks in Advance, 
Arbnor Gashi</p>

<currency><data-request><financial-crises>
Data for currency crises
Arbnor
# Data for currency crises

(Asked by: username_0 on 2019-11-22)

Dear StackExchange users,

I am currently studying currency crises and for that I need data from 1980-2018. I have used data from IMF, OECD, BIS, WORLD BANK, etc., but I still have some missing data especially for Real effective exchange rate (REER), Reserves, discount rate for countries such as: Argentina, Peru, Thailand, Australia, Georgia, Ukraine, Russia, Indonesia, Korea, etc.

Does anyone know any good online source or any database from well-known papers where I can find this kind of data.

P.S. I also need some data and any idea how to calculate financial contagion.
A dataset and do file would be really helpful for that.

Thanks in Advance,
Arbnor Gashi

**Tags:** currency, data-request, financial-crises

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## 1 answers

### Answer by username_1 on 2019-11-23. Score: 1

I would begin my search by finding related papers in the *Journal of Applied Econometrics* that contains currency as a key word.

After a related paper is identified, I would to go to the data archive URL: <http://qed.econ.queensu.ca/jae/> to see if the data in the paper were uploaded there.

Two papers I found that are related to financial contagion (and possibly leading to a relevant data set for your study):

* Eichengreen, B., Rose, A.K. and Wyplosz, C., 1996. Contagious currency crises (No. w5681). National Bureau of Economic Research.
* Dungey, M. and Renault, E., 2018. Identifying contagion. Journal of Applied Econometrics, 33(2), pp.227-250.

You can also use the references therein to find more related papers. I hope it helps so far.

P.S. If your school has a subscription to Bloomberg Terminal, I believe those currency data can be found in the Terminal.


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