Exchange rate volatility and macroeconomic determinants: a comparative analysis for Malaysia

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Exchange rate volatility and macroeconomic determinants: a comparative analysis for Malaysia

The purpose of this study is to examine the relationship of Exchange Rate volatility and its determinants from 1976:Ql to 2007:Q4. The ARCHJGARCH techniques are applied to better capture the time-varying characteristics of volatility and the exchange rate volatility series were generated utilizing...

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Bibliographic Details
Main Author:	Kong, Chek Hang
Format:	Thesis
Language:	English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2010
Subjects:	HB Economic Theory
Online Access:	http://ir.unimas.my/id/eprint/9036/ http://ir.unimas.my/id/eprint/9036/1/Kong.pdf

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