Currency linkages among ASEAN

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Currency linkages among ASEAN

The purpose of this study is to examine the potential linkages among ASEAN-5 currencies, in particular the possibility of a Singapore dollar bloc during the pre- and post-crisis periods by using the Johansen multivariate cointegration test and the Granger causality test. Significant nonstationarity...

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Bibliographic Details
Main Authors:	Lee, Chin, Mohamed, Azali
Format:	Article
Language:	English
Published:	World Scientific Publishing 2010
Online Access:	http://psasir.upm.edu.my/id/eprint/13841/ http://psasir.upm.edu.my/id/eprint/13841/1/Currency%20linkages%20among%20ASEAN.pdf

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