The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period

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The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period

This study extends the work of Liew et al. (2003) in two directions. First, it examines whether or not the 1997 Asian currency crisis has resulted in the nonlinearity of ASEAN-5 real exchange rates. Second, it characterizes the type of nonlinearity governing these rates. Results of the current study...

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Bibliographic Details
Main Authors:	Venus, Khim-Sen Liew, Lim, Kian-Ping
Format:	Article
Language:	English
Published:	MDPI AG 2004
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/18658/ http://ir.unimas.my/id/eprint/18658/8/THE%20LINEARITY%20PROPERTY%20OF%20ASEAn-5%20%28abstract%29.pdf

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