The Predibility of Asean-5 Exchange Rates
In an attempt to determine the predictability of Asean exchange rates, five currencies including Malaysian ringgit, Thailand baht, Singapore dollar, Indonesian rupiah and the Philippines peso, denominated in US dollar as well as Japanese yen, were modeled using advanced time series analysis. Results...
| Main Authors: | Liew, Khim Sen, Ahmad Zubaidi, Baharumshah |
|---|---|
| Format: | Working Paper |
| Language: | English |
| Published: |
Universiti Malaysia Sarawak
2000
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/234/ http://ir.unimas.my/id/eprint/234/1/The_Predibility_of_Asean_5_Exchange_Rates.pdf |
Similar Items
The Predibility of Asean-5 Exchange Rates
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)
Predictability of ASEAN-5 exchange rates in the post-crisis era
by: Liew, Khim Sen, et al.
Published: (2003)
by: Liew, Khim Sen, et al.
Published: (2003)
On the forecastability of Asean-5 stock markets returns using time series models
by: Venus, Khim-Sen Liew, et al.
Published: (2003)
by: Venus, Khim-Sen Liew, et al.
Published: (2003)
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era
by: Liew, Venus Khim-Sen, et al.
Published: (2003)
by: Liew, Venus Khim-Sen, et al.
Published: (2003)
Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2003)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2003)
The linearity property of ASEAN-5 real exchange rates in pre-ASEAN currency crisis period
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity
by: Venus Liew, Khim Sen, et al.
Published: (2011)
by: Venus Liew, Khim Sen, et al.
Published: (2011)
Asean-5 exchange rate determination in the presence of nonlinearity.
by: Liew, Venus Khim-Sen, et al.
Published: (2011)
by: Liew, Venus Khim-Sen, et al.
Published: (2011)
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5
by: Puah, Chin-Hong, et al.
Published: (2008)
by: Puah, Chin-Hong, et al.
Published: (2008)
Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)
by: Liew, Venus Khim-Sen
Published: (2004)
Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)
Real interest rate parity in the ASEAN-5 countries: a
nonlinear perspective
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2008)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2008)
Twin Deficits Hypothesis and Capital Mobility: The ASEAN-5 Perspective
by: Evan, Lau, et al.
Published: (2009)
by: Evan, Lau, et al.
Published: (2009)
In the current global economic climate, what are the factors that will affect the ringgit exchange rate
by: Chia, Jing Ying, et al.
Published: (2023)
by: Chia, Jing Ying, et al.
Published: (2023)
ICT, Financial Development and Economic Growth in ASEAN Countries
by: Noraina Mazuin, Sapuan, et al.
Published: (2020)
by: Noraina Mazuin, Sapuan, et al.
Published: (2020)
Non-Linearity In Monetary Models Of Exchange Rate In Five Asean Countries
by: Liew, Khim Sen
Published: (2008)
by: Liew, Khim Sen
Published: (2008)
Exchange rate misalignments in ASEAN-5 countries
by: Lee, Chin, et al.
Published: (2004)
by: Lee, Chin, et al.
Published: (2004)
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2006)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2006)
Forecasting performance of exponential smooth transition autoregressive exchange rate models
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2006)
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
by: Liew, Venus Khim-Sen, et al.
Published: (2002)
by: Liew, Venus Khim-Sen, et al.
Published: (2002)
The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period
by: Venus, Khim-Sen Liew, et al.
Published: (2004)
by: Venus, Khim-Sen Liew, et al.
Published: (2004)
Does research and development expenditure cointegrate with the gross national income of ASEAN countries?
by: Fennee, Chong, et al.
Published: (2016)
by: Fennee, Chong, et al.
Published: (2016)
Currency order flow, exchange rate dynamics and market intervention: Empirical evidence from ASEAN-5 foreign exchange markets / Anifowose Abolaji Daniel
by: Anifowose Abolaji , Daniel
Published: (2018)
by: Anifowose Abolaji , Daniel
Published: (2018)
Exchange rates forecasting model: an alternative estimation procedure
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)
Are Asian real exchange rates stationary?
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
by: Liew, Venus Khim-Sen, et al.
Published: (2004)
Are Asian real exchange rates stationary?
by: Liew, Venus Khim Sen, et al.
Published: (2004)
by: Liew, Venus Khim Sen, et al.
Published: (2004)
BETA forecasts of the Second Board securities of the Kuala Lumpur Stock Exchange / by Leong Yew Mun
by: Leong, Yew Mun
Published: (1996)
by: Leong, Yew Mun
Published: (1996)
Estimation of transition probabilities of credit ratings for several companies
by: Gan, Chew Peng *, et al.
Published: (2016)
by: Gan, Chew Peng *, et al.
Published: (2016)
The Implications of emergence of China towards ASEAN-5 : FDI-GDP perspective
by: Puah, Chin-Hong, et al.
Published: (2007)
by: Puah, Chin-Hong, et al.
Published: (2007)
Day-of-the-week effect of Second Board stocks on the Kuala Lumpur Stock Exchange / by Ho Peng Choong
by: Ho, Peng Choong
Published: (1996)
by: Ho, Peng Choong
Published: (1996)
The impact of interest rate, credit to private sector, inflation rate, money supply, and gross domestic product on savings: pooled mean group and error correction model
by: Yap, Yi Theng, et al.
Published: (2012)
by: Yap, Yi Theng, et al.
Published: (2012)
Responsiveness of Monetary Policy to Economic Uncertainty: Evidence
from the ASEAN-5 Plus 3 Countries
by: Lim, Ee-Vern, et al.
by: Lim, Ee-Vern, et al.
Day-of-the-week effect of 30 large market capital stocks on the Kuala Lumpur Stock Exchange / Lim Keh Chay
by: Lim, Keh Chay
Published: (1997)
by: Lim, Keh Chay
Published: (1997)
Asymmetry dynamics in real exchange rates: New results on East Asian currencies
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2010)
Asymmetry dynamics in real exchange rates: new results on East Asian currencies
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2010)
A comparison forecasting models for ASEAN equity markets
by: Wong, Yoke Chen *, et al.
Published: (2005)
by: Wong, Yoke Chen *, et al.
Published: (2005)
Exchange Rate And Trade Balance Relationship: The Experience Of Asean Countries
by: Liew, Venus Khim-Sen, et al.
Published: (2003)
by: Liew, Venus Khim-Sen, et al.
Published: (2003)
The Effects of Country Idiosyncrasies on Capital Structure: An Optimal Case in ASEAN-5
by: Teo, Lewis Piaw Liew, et al.
Published: (2016)
by: Teo, Lewis Piaw Liew, et al.
Published: (2016)
Similar Items
-
The Predibility of Asean-5 Exchange Rates
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000) -
Predictability of ASEAN-5 exchange rates in the post-crisis era
by: Liew, Khim Sen, et al.
Published: (2003) -
On the forecastability of Asean-5 stock markets returns using time series models
by: Venus, Khim-Sen Liew, et al.
Published: (2003) -
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era
by: Liew, Venus Khim-Sen, et al.
Published: (2003) -
Nonlinear Mean Reversion In Real Exchange Rates: Evidence From The ASEAN-5
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2003)