This is an empirical study of whether emerging-market currencies react to climate disasters. It uses only public data and reports both what was found and what could not be tested. A short glossary of the recurring technical terms (fixed effects, winsorization, p-value, dose-response, exchange-market pressure) appears in the box in Section 3; each is also defined at first use, and re-explained briefly wherever it recurs far from that box.

Contents

Executive summary

1. Research question and contribution

1.1 Relation to the literature

1.2 Contrast-bloc test: where does the missing effect go?

2. Data and sample

2.1 Construction and the damage-missingness issue

2.2 Damage-missingness table

3. Methodology

3.1 Depreciation return and sign convention

3.2 Within-month volatility and the log ratio

3.3 Panel regression with fixed effects

3.4 Treatment intensity: letting the data decide whether severity matters

3.5 Two outcomes: NEER and bilateral USD

3.6 Exchange-market pressure (EMP) index

3.7 Inference: two-way clustered errors and a small-cluster caution

3.8 Robustness rules and the pre-trend check

3.9 Daily event study

4. Descriptive event-study results and the pre-trend check

4.1 Pre-trends: the raw pattern is composition

5. Main results

5.1 Severity and any-event: no depreciation effect

5.2 The consistent negative short-run sign

5.3 Exchange-market pressure eases; regime mechanism unresolved

5.4 Reserves: three distinct objects, kept separate

5.5 Global-risk conditioning

5.6 Volatility: no event-specific spike; raw daily fall mostly seasonal

6. Channels: exposure conditioners, not transmission mechanisms

6.1 Leg (i): do climate events move the channels?

6.2 Leg (ii): what conditions depreciation

6.3 What the channel results establish

7. ND-GAIN vulnerability and readiness

8. Heterogeneity: does the pooled null hide category-specific effects?

8.1 Hazard-type raw means (descriptive)

9. Interpretation: why the null — and why the easing

9.1 Why these particular results: a proportionality account

9.2 Root causes of the other empirical patterns

10. What the public data could and could not test

11. Code and reproducibility

12. Bottom line

Appendix B. Plain-language guide to the methods

B.1 – B.12 Methods explained for non-quantitative readers

References and data sources

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