Exchange rates in Singapore and Malaysia: are they driven by the same fundamentals?
This study examines the empirical link between exchange rates and fundamentals using the monetary model of the exchange rate for the Malaysian ringgit and the Singapore dollar against two key bilateral rates-the US dollar and the Japanese yen. We formally tested for the long-run monetary model of ex...
| Main Authors: | Baharumshah, Ahmad Zubaidi, MacDonald, Ronald, Mohd, Siti Hamizah |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics & Administration, University of Malaya and Malaysian Economic Association
2010
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/14631/ http://psasir.upm.edu.my/id/eprint/14631/1/Exchange%20rates%20in%20Singapore%20and%20Malaysia%20are%20they%20driven%20by%20the%20same%20fundamentals.pdf |
Similar Items
Are international value premiums driven by the same set of fundamentals?
by: Black, A., et al.
Published: (2007)
by: Black, A., et al.
Published: (2007)
Intertemporal approach to the current account: evidence from
Malaysia and Indonesia
by: Hamizun Ismail,, et al.
Published: (2013)
by: Hamizun Ismail,, et al.
Published: (2013)
Intertemporal approach to the current account: evidence from Malaysia and Indonesia
by: Ismail, Hamizun, et al.
Published: (2013)
by: Ismail, Hamizun, et al.
Published: (2013)
On the predictive power of monetary exchange rate model:
the case of the Malaysian Ringgit/US Dollar rate.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)
The economics of exchange rates in the East Asian countries
by: Baharumshah, Ahmad Zubaidi
Published: (2002)
by: Baharumshah, Ahmad Zubaidi
Published: (2002)
Purchasing power parity and efficiency of black market exchange rate in African countries
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2011)
Exchange rate and the demand for money in Malaysia
by: Mohamed, Azali, et al.
Published: (2000)
by: Mohamed, Azali, et al.
Published: (2000)
The effect of exchange rate on bilateral trade balance: new evidence from Malaysia and Thailand
by: Baharumshah, Ahmad Zubaidi
Published: (2001)
by: Baharumshah, Ahmad Zubaidi
Published: (2001)
The Predibility of Asean-5 Exchange Rates
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)
The Predibility of Asean-5 Exchange Rates
by: Liew, Khim Sen, et al.
Published: (2000)
by: Liew, Khim Sen, 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)
Exchange rate stability and import penetration: The case of Malaysia and Singapore
by: Teo, Tyson Chih Soon
Published: (2013)
by: Teo, Tyson Chih Soon
Published: (2013)
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)
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)
Exchange rate regime, exchange rate variability and flows of Malaysia's foreign trade
by: Niaz Ahmad, Mohd Naseem, et al.
Published: (2010)
by: Niaz Ahmad, Mohd Naseem, et al.
Published: (2010)
The macroeconomic fundamentals of the real exchange rate in Malaysia : some empirical evidence
by: J. M. Shukri,, et al.
Published: (2021)
by: J. M. Shukri,, et al.
Published: (2021)
Exchange-rate risk and exports: evidence from a set of transition economies
by: Hasanov, Akram Shavkatovich, et al.
Published: (2014)
by: Hasanov, Akram Shavkatovich, et al.
Published: (2014)
Impact of exchange rate volatility on trade: empirical evidence for the East Asian economies
by: Chee, Wooi Hooy, et al.
Published: (2015)
by: Chee, Wooi Hooy, et al.
Published: (2015)
Exchange rates forecasting model: an alternative estimation procedure
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2004)
The stock market and the ringgit exchange rate: A note
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2002)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2002)
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)
Do Market Fundamentals Determine the Dollar-Euro Exchange Rate?
by: Apergis, Nicholas, et al.
Published: (2012)
by: Apergis, Nicholas, et al.
Published: (2012)
Exchange Rate Volatility And Macroeconomic Fundamentals In Four ASEAN Countries
by: Chong, Lee Lee
Published: (2006)
by: Chong, Lee Lee
Published: (2006)
Exchange rate regime, exchange rate variability and flows of Malaysia’s foreign trade
by: Naseem, N.A.M., et al.
Published: (2010)
by: Naseem, N.A.M., et al.
Published: (2010)
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)
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)
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)
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)
Real exchange rate and economic fundamentals : the case of a developing economy
by: Rasouli, Azam
Published: (2004)
by: Rasouli, Azam
Published: (2004)
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)
Exchange rate pass-through in the Asian countries: does inflation volatility matter?
by: Soon, Siew View, et al.
Published: (2018)
by: Soon, Siew View, et al.
Published: (2018)
Demand for broad money in Singapore: does wealth matter?
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2015)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2015)
The persistence of real exchange rates in the central and eastern European countries
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2015)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2015)
Markov-switching analysis of exchange rate pass-through: perspective from Asian countries
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2017)
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2017)
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)
Monetary model of exchange rate for Thailand : long-run relationship and monetary restrictions.
by: Liew, Venus Khim Sen, et al.
Published: (2009)
by: Liew, Venus Khim Sen, et al.
Published: (2009)
Similar Items
-
Are international value premiums driven by the same set of fundamentals?
by: Black, A., et al.
Published: (2007) -
Intertemporal approach to the current account: evidence from
Malaysia and Indonesia
by: Hamizun Ismail,, et al.
Published: (2013) -
Intertemporal approach to the current account: evidence from Malaysia and Indonesia
by: Ismail, Hamizun, et al.
Published: (2013) -
On the predictive power of monetary exchange rate model:
the case of the Malaysian Ringgit/US Dollar rate.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009) -
The economics of exchange rates in the East Asian countries
by: Baharumshah, Ahmad Zubaidi
Published: (2002)