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...
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| Format: | Article |
| Language: | English |
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UPM
2003
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| 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 |
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eprints |
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unimas-185892017-11-27T07:15:53Z http://ir.unimas.my/18589/ Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah HB Economic Theory 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. UPM 2003 Article PeerReviewed text en http://ir.unimas.my/18589/7/Predictability%20of%20ASEAN-5%20Exchange%20Rates%20in%20the%20Post-Crisis%20Era%20%28abstract%29.pdf Liew, Venus Khim-Sen and Ahmad Zubaidi, Baharumshah (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 http://www.pertanika.upm.edu.my/JSSH.php |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
Universiti Malaysia Sarawak |
| building |
UNIMAS Institutional Repository |
| collection |
Online Access |
| language |
English |
| topic |
HB Economic Theory |
| spellingShingle |
HB Economic Theory Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| description |
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. |
| format |
Article |
| author |
Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah |
| author_facet |
Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah |
| author_sort |
Liew, Venus Khim-Sen |
| title |
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| title_short |
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| title_full |
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| title_fullStr |
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| title_full_unstemmed |
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| title_sort |
predictability of asean-5 exchange rates in the post-crisis era |
| publisher |
UPM |
| publishDate |
2003 |
| url |
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 |
| first_indexed |
2018-09-06T16:44:39Z |
| last_indexed |
2018-09-06T16:44:39Z |
| _version_ |
1610877270176563200 |