Stability in ASEAN+3 exchange markets: An EGARCH-M approach

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Stability in ASEAN+3 exchange markets: An EGARCH-M approach

This paper empirically investigates the advancement of exchange markets’ stability and comovement after the ASEAN+3 financial cooperation agreement. The study employs EGARCH-in-mean approach and uses daily exchange rates. The findings indicate that: 1) the exchange market volatility is resulted from...

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Bibliographic Details
Main Authors:	Rahman, Md. Saifur, Shahari, Farihana
Format:	Article
Language:	English
Published:	World Scientific and Engineering Academy and Society (WSEAS) 2015
Subjects:	HG3810 Foreign exchange
Online Access:	http://irep.iium.edu.my/52785/ http://irep.iium.edu.my/52785/1/Stability%20in%20ASEAN%2B3%20exchange%20markets-%20An%20EGARCH-M%20approach.pdf

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