Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia

QR Code

Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia

The present study attempts to analyze the long-run equilibrium relationship between real exchange rate and trade balance, imports and exports demand by cointegration tests assuming asymmetric adjustment. Following Enders and Siklos (2001), the Engle-Granger two-step cointegration test is expanding t...

Full description

Bibliographic Details
Main Author:	Duasa, Jarita
Format:	Monograph
Language:	English
Published:	- 2009
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/1336/ http://irep.iium.edu.my/1336/1/Asymmetric_Cointegration_Relationship_between_Real_Exchange_Rate_and_Trade_Variables-The_Case_of_Malaysia.pdf

Similar Items

Real exchange rate and trade variables: asymmetric cointegration relationship
by: Duasa, Jarita
Published: (2010)

Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)

Foreign portfolio investment and economic growth : an asymmetric cointegration approach.
by: Duasa, Jarita, et al.
Published: (2009)

An asymmetric cointegration approach of foreign portfolio investment-growth nexus
by: Duasa, Jarita
Published: (2011)

Determination of Real Exchange Rate: The Case of Malaysia
by: Hor, Li Gean, et al.
Published: (2017)

The Impact of Oil Return on the Changes of Real Exchange Rate during Crises: International Trade in China
by: Chieng, Tee Keong, et al.
Published: (2017)

The relationship of government expenditure, population, exchange rate, trade openness and economic growth in Malaysia
by: Phua, Lucas Nigel
Published: (2014)

An analysis of real oil prices and real exchange rates in five African countries: applying symmetric and asymmetric cointegration models
by: Ngoma, Abubakar Lawan, et al.
Published: (2016)

Macroeconomic variables that affect the exchange rate volatility in Malaysia
by: Chai, Jia Jing, et al.
Published: (2018)

Scrutinising the asymmetric impact of macroeconomic variables to stock return in Malaysia
by: Siah, Boon Kiat, et al.
Published: (2014)

Revisiting relationship between Malaysian Stock Market Index and selected macroeconomic variables using asymmetric cointegration
by: Hakimah Nur Ahmad Hamidi,, et al.
Published: (2018)

The effects of real exchange rate on trade balance and domestic output: a case of Malaysia
by: Yusoff, Mohammed
Published: (2010)

The asymmetric effect of macroeconomics variables on stock prices: An empirical evidence of ASEAN-4
by: Cho, Pui Yeng, et al.
Published: (2013)

Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
by: Venus, Khim-Sen Liew, et al.
Published: (2005)

Exchange rate stability and import penetration: The case of Malaysia and Singapore
by: Teo, Tyson Chih Soon
Published: (2013)

The Malaysian real trade balance and the real exchange rate
by: Yusoff, Mohammed
Published: (2007)

The relationship between macroeconomic variables and stock prices
by: Goh, Lee Hua, et al.
Published: (2013)

Determinants of Foreign Exchange Rate
by: Yee, Mie Chin, et al.
Published: (2016)

The Effects Of Foreign Trade, And Volatility Of Exchange Rate On Economic Growth In Sub-Saharan African Countries
by: Safiyanu, Shuaibu Sidi
Published: (2021)

The impact of crisis and macroeconomic variables towards Islamic banking deposits
by: Abduh, Muhamad, et al.
Published: (2011)

The relationship between the interest rate and infaltion rate in selected countries
by: Phua, Kheng Leng
Published: (2012)

Does exchange rate risks matter for exports? a case of Malaysia
by: Mohd. Sidek, Noor Zahirah, et al.
Published: (2010)

Volatility transmission and asymmetric effect between stock and foreign exchange markets among the brics
by: Khoo, Wai Hoe
Published: (2011)

The relationship between capital structure and performance of Islamic banks
by: Tarek Al-Kayed, Lama, et al.
Published: (2014)

Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)

Exchange rate regime, exchange rate variability and flows of Malaysia’s foreign trade
by: Naseem, N.A.M., et al.
Published: (2010)

Exchange rate regime, exchange rate variability and flows of Malaysia's foreign trade
by: Niaz Ahmad, Mohd Naseem, et al.
Published: (2010)

Waveform dictionaries as applied to the Australian exchange rate
by: Wong, Shirley, et al.
Published: (2006)

Tracing And Modelling Exchange Rate Volatility In Malaysia
by: Evan, Lau, et al.
Published: (2015)

Relationship between stock market volatility and macroeconomic variables volatility in Malaysia
by: Chia, Mong Yin, et al.
Published: (2013)

The relationship between female labour force participation rate and total fertility rate in Japan
by: Chim, Wei Kuan, et al.
Published: (2011)

Is monetary variable a determinant in the Ringgit-Dollar exchange rates model?: a cointegration approach
by: Behrooz Gharleghi,, et al.
Published: (2012)

Non-linear cointegration and adjustment: exponential smooth-transition model for Malaysian export demand
by: Duasa, Jarita
Published: (2012)

Is Malaysia exchange rate misalignment before the 1997 crisis?
by: Lee, Chin, et al.
Published: (2008)

Does research and development expenditure cointegrate with the gross national income of ASEAN countries?
by: Fennee, Chong, et al.
Published: (2016)

The relationship between trade balance and exchange rate in Malaysia and her trading partners
by: Yee, Chin Fee
Published: (2010)

Relationship between capital structure and profitability of trading/services sector and consumer product sector in Malaysia
by: Kho, Nicholas Tze Jia
Published: (2011)

Exchange rate shock on Malaysian prices of imports and exports: An empirical analysis
by: Duasa, Jarita
Published: (2009)

Factors contributing to the success of crowdfunding: the Malaysian case
by: Rahman, Maya Puspa, et al.
Published: (2016)

Financial development and economic growth: the experiences of selected OIC countries
by: Duasa, Jarita
Published: (2014)