Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series

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Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series

A method proposed by Hinich and Patterson (1995) is employed in this study to examine the stability of the non-linear dependency structures underlying the exchange rates returns series of four ASEAN countries- Indonesia (IDR), the Philippines (PHP), Singapore (SGD) and Thailand (THB). The bicorrelat...

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Bibliographic Details
Main Authors:	Lim, Kian-Ping, Hinich, M.J., Liew, Venus Khim-Sen
Format:	Article
Language:	English
Published:	UMS 2003
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18593/ http://ir.unimas.my/id/eprint/18593/1/EPISODIC.pdf

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