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The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases


Citation

Erlambang, Tanza (1999) The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases. Masters thesis, Universiti Putra Malaysia.

Abstract / Synopsis

This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen.


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Additional Metadata

Item Type: Thesis (Masters)
Subject: Money
Subject: Foreign exchange rates
Call Number: FEP 1999 13
Chairman Supervisor: Dr. Ahmad Zubaidi Baharumshah
Divisions: Faculty of Economics and Management
Depositing User: Haridan Mohd Jais
Date Deposited: 03 May 2017 17:08
Last Modified: 03 May 2017 17:08
URI: http://psasir.upm.edu.my/id/eprint/51129
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