Optimum currency area criteria and volatility in ASEAN

QR Code

Optimum currency area criteria and volatility in ASEAN

The goal of regional integration is to promote greater macroeconomic coordination, and reduce the degree of macroeconomic volatility, in particular exchange rate fluctuations. This paper investigates how well optimum currency area (OCA) variables will work in the context of the ASEAN region when the...

Full description

Bibliographic Details
Main Authors:	Masron, Tajul Ariffin, Yusop, Zulkornain
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) and Penerbit Universiti Sains Malaysia 2006
Online Access:	http://psasir.upm.edu.my/id/eprint/56412/ http://psasir.upm.edu.my/id/eprint/56412/1/Optimum%20currency%20area%20criteria%20and%20volatility%20in%20ASEAN.pdf

Similar Items

ASEAN Monetary Union: Is ASEAN an Optimum Currency Area?
by: Lew, Yuen Sin
Published: (2010)

The endogeneity of the Optimum Currency Area criteria in East Asia
by: Lee, Grace Hooi Yean, et al.
Published: (2010)

Price adjustment in currency unions: another dimension to the endogeneity of the optimum currency area criteria?
by: Bleaney, Michael, et al.
Published: (2018)

The ASEAN-5 future currency : maastricht criteria.
by: M., Azali, et al.
Published: (2008)

The Feasibility Of East Asian Monetary Union As An Optimum Currency Area
by: Chee , Heong Quah
Published: (2009)

A study of optimum currency area in East Asia: a cluster analysis
by: Ibrahim, Saifuzzaman
Published: (2008)

Currency linkages among ASEAN
by: Lee, Chin, et al.
Published: (2010)

Trade, External Shock And Economic Growth In Selected Asean And South Korean Economies
by: Masron, Tajul Ariffin
Published: (2006)

Cointegration test on ASEAN currencies before and during the currency turmoil
by: Fauzias Mat Nor,, et al.
Published: (2000)

Currency option pricing and realised volatility
by: Manzur, Meher, et al.
Published: (2010)

ASEAN currency crises and contagion effects
by: Yusoff, Mohammed, et al.
Published: (2000)

The relationship between ASEAN currencies with renminbi
by: Chong, Mui Foon.
Published: (2013)

Modeling volatility in foreign currency option pricing
by: Hoque, M., et al.
Published: (2009)

Modeling volatility in foreign currency option pricing
by: Hoque, Mohammed, et al.
Published: (2008)

Institutional quality and foreign direct investment in ASEAN
by: Masron, Tajul Ariffin, et al.
Published: (2017)

Portfolio diversification across cryptocurrencies and ASEAN-5 currencies
by: Chen, Li Ern
Published: (2024)

Inward FDI from ASEAN and Its Implication on Malaysian Manufacturing Sector
by: Mohd Khairul Hisyam, Hassan, et al.
Published: (2011)

Inward FDI from Asean and its implication on Malaysian manufacturing sector
by: Mohd Khairul Hisyam Hassan,, et al.
Published: (2011)

Does currency wealth or substitiution effect matters? recent evidence from money demand in China
by: Niaz Ahmad, Mohd Naseem, et al.
Published: (2020)

Asymmetric volatility and risk analysis of Bitcoin Crypto currency market
by: Yam, Xing Quan, et al.
Published: (2023)

Modelling the volatility of currency exchange rate using GARCH model
by: Choo, Wei Chong, et al.
Published: (2002)

The effect of symmetric and asymmetric information on volatility structure of crypto-currency markets: a case study of bitcoin currency
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2019)

Predictability of trends in foreign exchange market: the case of Asean currencies
by: Othman Yong,
Published: (1986)

On the determinants of the evolution of the volatility surface in the over-the-counter currency option market
by: Hu, Laixi
Published: (2014)

The effects of major events on the volatility of currency exchange rate: an empirical evidence of the European market
by: Fu, Jiayi
Published: (2019)

Institutional quality as a determinant for FDI Inflows: Evidence from ASEAN
by: Masron, Tajul Ariffin, et al.
Published: (2010)

The Feasibility of the Southeast Asian Bloc as a Common Currency Area
by: Satkunaseelan, Shaheelan
Published: (2008)

China and ASEAN-5 bilateral trade relationship
by: Siah, Kim Lan, et al.
Published: (2007)

Exchange rate misalignments in ASEAN-5 countries
by: Lee, Chin, et al.
Published: (2004)

Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle?
by: Manzur, Meher, et al.
Published: (2008)

Volatility forecasting model selection with exponentially weighted information criteria.
by: Choo, Wei Chong
Published: (2009)

Factors Affecting The Exchange Rate Volatility In Asean Four
by: Ishak, Samsudin
Published: (2008)

Volatility co-movement of Asean-5 equity markets
by: Lau, Evan, et al.
Published: (2010)

Forming a single currency in ASEAN countries: a VAR analysis / Nor Azira Ismail
by: Ismail, Nor Azira
Published: (2013)

The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period
by: Venus, Khim-Sen Liew, et al.
Published: (2004)

AIA, AFTA and domestic private investment: evidence from Malaysia
by: Tajul Ariffin Masron,
Published: (2012)

Kajian empiris ke atas perhubungan pelaburan langsung asing, tabungan dan pertumbuhan ekonomi / Tajul Ariffin Masron.
by: Masron, Tajul Ariffin
Published: (2002)

FDI in Services (IFDIS) as a replacement for FDI in Manufacturing (FDIM): Can it be and how much it should be promoted to be another growth engine?
by: Masron, Tajul Ariffin
Published: (2017)

Uncovered Interest Parity in its Precise Form of ASEAN-5 Currencies: A Markov Switching Approach
by: Paul, Hiew Kar Hin
Published: (2017)

Can a Common Currency Induce Intra-Regional Trade? The South-East Asian (ASEAN) Perspective,
by: Kabir, S., et al.
Published: (2016)