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/id/eprint/18589/ http://ir.unimas.my/id/eprint/18589/7/Predictability%20of%20ASEAN-5%20Exchange%20Rates%20in%20the%20Post-Crisis%20Era%20%28abstract%29.pdf |
| _version_ | 1848838544714366976 |
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| author | Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah |
| author_facet | Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah |
| author_sort | Liew, Venus Khim-Sen |
| building | UNIMAS Institutional Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-15T06:57:15Z |
| format | Article |
| id | unimas-18589 |
| institution | Universiti Malaysia Sarawak |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T06:57:15Z |
| publishDate | 2003 |
| publisher | UPM |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | unimas-185892017-11-27T07:15:53Z http://ir.unimas.my/id/eprint/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/id/eprint/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 |
| spellingShingle | HB Economic Theory Liew, Venus Khim-Sen Ahmad Zubaidi, Baharumshah Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| title | 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_short | Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era |
| title_sort | predictability of asean-5 exchange rates in the post-crisis era |
| topic | HB Economic Theory |
| url | http://ir.unimas.my/id/eprint/18589/ http://ir.unimas.my/id/eprint/18589/ http://ir.unimas.my/id/eprint/18589/7/Predictability%20of%20ASEAN-5%20Exchange%20Rates%20in%20the%20Post-Crisis%20Era%20%28abstract%29.pdf |