UPM Institutional Repository

On convergence of the foreign exchange market: some empirical evidence based on time and frequency-domain analysis


Citation

Baharumshah, Ahmad Zubaidi and Tan, Hui Boon (1999) On convergence of the foreign exchange market: some empirical evidence based on time and frequency-domain analysis. Research Report. The Research Unit, Universiti Putra Malaysia, Serdang, Selangor.

Download File

[img]
Preview
PDF
On convergence of the foreign exchange market Some empirical evidence based on time and frequency-domain analysis.pdf

Download (96kB) | Preview

Additional Metadata

Item Type: Monograph (Research Report)
Divisions: Faculty of Economics and Management
Publisher: The Research Unit, Universiti Putra Malaysia
Notes: Supported by IRPA Grand 05-02-04-0002
Keywords: Foreign exchange market; Cointegration; Forward rates; Spot rates
Depositing User: Azhar Abdul Rahman
Date Deposited: 13 May 2016 03:37
Last Modified: 24 Feb 2017 02:13
URI: http://psasir.upm.edu.my/id/eprint/43082
Statistic Details: View Download Statistic

Actions (login required)

View Item View Item