The Predibility of Asean-5 Exchange Rates

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Ahmad Zubaidi, Baharumshah, Liew, Khim Sen
Format:	Working Paper
Language:	English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2000
Subjects:	HB Economic Theory HF Commerce
Online Access:	http://ir.unimas.my/id/eprint/3249/ http://ir.unimas.my/id/eprint/3249/1/The%2BPredibility%2Bof%2BAsean-5%2BExchange%2BRates%2B%2528abstract%2529%20%281%29%20%281%29.pdf

Similar Items

The Predibility of Asean-5 Exchange Rates
by: Liew, Khim Sen, et al.
Published: (2000)

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)

ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity
by: Venus Liew, Khim Sen, et al.
Published: (2011)

Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2008)

Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
by: Ahmad Zubaidi, Baharumshah, 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)

The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period
by: Venus, Khim-Sen Liew, et al.
Published: (2004)

Are Asian real exchange rates stationary?
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

Exchange Rate And Trade Balance Relationship: The Experience Of Asean Countries
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

Nonlinear Adjustment Of Real Exchange Rates Towards Purchasing Power Parity And The Asian Financial Crisis
by: Liew, Venus Khim-Sen, et al.
Published: (2005)

Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series
by: Lim, Kian-Ping, et al.
Published: (2003)

Predictability of ASEAN-5 exchange rates in the post-crisis era
by: Liew, Khim Sen, et al.
Published: (2003)

Performances of Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models in Forecasting the Ringgit-Yen Rate
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by: Liew, Venus Khim-Sen
Published: (2009)

Assessing the forecastibility of ESTAR Models: Evidence from ringgit/yen Rate
by: Liew, Venus Khim-Sen, et al.
Published: (2007)

India-ASEAN-5 Economic Integration: Impact of Liberalization
by: Liew, Venus Khim-Sen, et al.
Published: (2007)

The Real Interest Rate Differential : International Evidence Based On Non-Linear Unit Root Tests
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2009)

Nonlinear Real Exchange Rate Behavior: Are the African Currencies Exceptional?
by: Anoruo, Emmanuel, et al.
Published: (2006)

Asean-5 exchange rate determination in the presence of nonlinearity.
by: Liew, Venus Khim-Sen, et al.
Published: (2011)

Faktor-faktor yang mempengaruhi pelaburan langsung asing di Asean 5
by: Siti Rafiza bt, Nawawi
Published: (2006)

Twin Deficits Hypothesis and Capital Mobility: The ASEAN-5 Perspective
by: Evan, Lau, et al.
Published: (2009)

Garch diagnosis with portmanteau bicorrelation test an application on the Malaysia’s stock market
by: Liew, Khim Sen, et al.
Published: (2003)

Is There Any International Diversification Benefits in ASEAN Stock Markets?
by: Lim, Kian-Ping, et al.
Published: (2009)

The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

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)

On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
by: Liew, Venus Khim-Sen, et al.
Published: (2004)

The impact of China on asean intra-regional trade
by: Yap, Elwin Boon Siang
Published: (2011)

International Diversification Benefits In Asean Stock Markets: A Revisit
by: Lim, Kian-Ping, et al.
Published: (2003)

The performance of divisia monetary aggregates in the monetary model of exchange rate in ASEAN-four countries
by: Leong, Choi Meng
Published: (2015)

Nonlinear Adjustment of ASEAN−5 Real Exchange Rates: Symmetrical or Asymmetrical?
by: Liew, Venus Khim-Sen
Published: (2004)

Evidence on the Day-of-the-Week Effect and Asymmetric Behavior in the Bombay Stock Exchange
by: Chia, Ricky Chee-Jiun, et al.
Published: (2010)

The relationship between inflation, exchange rate and stock prices toward GDP in Malaysia
by: Boon, Siaw Khim
Published: (2013)

An empirical investigation of purchasing power parity for a transition economy - Cambodia
by: Liew, Venus Khim-Sen, et al.
Published: (2009)

Exchange market pressure : evidence from asia nation
by: Yong, Jenny Lijoo
Published: (2011)

Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates
by: Tuck, Cheong Tang, et al.
Published: (2009)

Real interest rate parity in the ASEAN-5 countries : a nonlinear perspective.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2008)

On the forecastability of Asean-5 stock markets returns using time series models
by: Venus, Khim-Sen Liew, et al.
Published: (2003)