Citation
Liew, Khim Sen and Baharumshah, Ahmad Zubaidi
(2003)
Predictability of ASEAN-5 exchange rates in the post-crisis era.
Pertanika Journal of Social Sciences & Humanities, 11 (1).
pp. 33-40.
ISSN 0128-7702; ESSN: 2231-8534
Abstract
Five ASEAN currencies are investigated in an attempt to determine whether the post-crisis ASEAN exchange rates are more predictable by the US dollar or Japanese yen. Results suggest that prior to the 1997/1998 Financial Crisis, all exchange rates were better predicted by the US dollar as the base currency. The post-crisis Singapore exchange rate continues to be better predicted in US dollar. On the other hand,Japanese yen better predicted other post-crisis ASEAN exchange rates.
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Economics and Management |
| Publisher: | Universiti Putra Malaysia Press |
| Keywords: | Exchange rate; Depreciation; ARIMA; ARFIMA; Forecasting |
| Depositing User: | Nur Izyan Mohd Zaki |
| Date Deposited: | 26 Nov 2009 01:47 |
| Last Modified: | 11 Sep 2015 06:13 |
| URI: | http://psasir.upm.edu.my/id/eprint/3424 |
| Statistic Details: | View Download Statistic |
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