Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era
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 cu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
UPM
2003
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| Subjects: | |
| Online Access: | http://ir.unimas.my/18589/ http://ir.unimas.my/18589/ http://ir.unimas.my/18589/7/Predictability%20of%20ASEAN-5%20Exchange%20Rates%20in%20the%20Post-Crisis%20Era%20%28abstract%29.pdf |