Characterization of exchange rate regimes based on scaling and correlation properties of volatility for ASEAN-5 countries

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Characterization of exchange rate regimes based on scaling and correlation properties of volatility for ASEAN-5 countries

Foreign currency exchange rate policies of ASEAN member countries have undergone tremendous changes following the 1997 Asian financial crisis. In this paper, we study the fractal and long-memory characteristics in the volatility of five ASEAN founding members' exchange rates with respect to US...

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Bibliographic Details
Main Authors:	Muniandy, Sithi V., Uning, Rosemary
Format:	Article
Published:	ELSEVIER SCIENCE BV 2007
Subjects:	T Technology (General) QC Physics
Online Access:	http://shdl.mmu.edu.my/3263/

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