Predictability of ASEAN-5 exchange rates in the post-crisis era

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Predictability of ASEAN-5 exchange rates in the post-crisis era

Five ASEAN currencies are investigated in an attempt to determine whether the post-crisis ASEAN exchange rates are more predictable by the US dollar or Japanese yen. Results suggest that prior to the 1997/1998 Financial Crisis, all exchange rates were better predicted by the US dollar as the base c...

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Bibliographic Details
Main Authors:	Liew, Khim Sen, Baharumshah, Ahmad Zubaidi
Format:	Article
Language:	English
Published:	Universiti Putra Malaysia Press 2003
Online Access:	http://psasir.upm.edu.my/id/eprint/3424/ http://psasir.upm.edu.my/id/eprint/3424/1/Predictability_of_ASEAN-5_Exchange_Rates_in_the_Post-Crisis_Era.pdf

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