“…Examining the market risk, the dependence structure and the joint distribution of the portfolio formed by currency exchange rates and the extreme events through the extreme value theory, Yeap et al (2021) find that the marginal returns of CNY, USD, SGD, THB and JPY follow the Bayesian GARCH(1,1) model with Student's t errors and show that Student's t and Gumbel are the best elliptical and Archimedean copulas, respectively, for CNY, USD, SGD, THB and JPY. Last, Wong (2021) discusses some research ideas and provides an editorial statement in behavioral financial economics.…”