Data for currency crises
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.