On the predictive power of monetary exchange rate model:
the case of the Malaysian Ringgit/US Dollar rate.

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On the predictive power of monetary exchange rate model: the case of the Malaysian Ringgit/US Dollar rate.

The predictive power of the monetary model for the Malaysian ringgit/US dollar (RM/USD) rate is analysed using quarterly data ending in 2006:Q3. We find compelling evidence of a long-run relationship between exchange rates and the economic fundamental determinant. Macroeconomic factors systematical...

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Bibliographic Details
Main Authors:	Baharumshah, Ahmad Zubaidi, Mohd, Siti Hamizah, Sung, Ahn
Format:	Article
Language:	English English
Published:	Taylor & Francis 2009
Online Access:	http://psasir.upm.edu.my/id/eprint/15926/ http://psasir.upm.edu.my/id/eprint/15926/1/On%20the%20predictive%20power%20of%20monetary%20exchange%20rate%20model.pdf

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