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Our data says that the document:

Felix, Chan ; Meher, Manzur ; Muammer, Wali ; Felix, Chan. (2017) Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?.
In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

Full description at Econpapers

cites:

Tsay, R.S. Nonlinearity tests for time series. 1986 Biometrika. 73 461-466

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