Yen synchronization among ASEAN-5, Korea and Japan: evidence from the multivariate GARCH model

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Yen synchronization among ASEAN-5, Korea and Japan: evidence from the multivariate GARCH model

In this study, we aim to investigate whether ASEAN-5 and the Korean currency regimes are ready to use Japanese Yen as an Asian future Exchange Rate Mechanism (AERM) by using Multivariate GARCH models. Overall findings show that Singapore, Thailand, and Korea are the potential countries that ready to...

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Bibliographic Details
Main Authors:	Wong, Kelly Kai Seng, Lee, Chin, Mohamed, Azali
Format:	Article
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2015
Online Access:	http://psasir.upm.edu.my/id/eprint/38043/ http://psasir.upm.edu.my/id/eprint/38043/1/Yen%20Synchronization%20among%20ASEAN-5%2C%20Korea%20and%20Japan.pdf

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