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The Asia-Pacific region remains understudied regarding return connectedness among exchange rate markets. Furthermore, previous studies mostly use average-based estimators to measure return connectedness, even though they are not necessarily suitable to quantify connectedness measures during extreme events, i.e. in the tails of the conditional distribution. The aim of this paper is to study the dynamic connectedness among 11 Asia-Pacific exchange rates from September 1994 to August 2019, not only on average but also in the left and right tails. Using mean-based measures of connectedness, the level of return connectedness is on average 32%, indicating a moderate level of connectedness across the currencies under study. However, using a novel quantile-based connectedness framework, the level of connectedness is found to be much higher, reaching around 85% at both the left and right tails of the …