Non-Linear Dependence in ASEAN-5 Foreign Exchange Rates: An Insight from a Battery of Non-Linearity Tests

QR Code

Non-Linear Dependence in ASEAN-5 Foreign Exchange Rates: An Insight from a Battery of Non-Linearity Tests

The main purpose of this study is to provide a deeper insight into the non-linear generating mechanism in the ASEAN-5 exchange rate returns series. To achieve that end, the differing power of the non-linear tests against certain alternatives is utilized. Specifically, the BDS and Hinich bispectru...

Full description

Bibliographic Details
Main Author:	Lim, Kian Ping
Format:	Thesis
Language:	English English
Published:	2001
Subjects:	Finance Taxation Economics
Online Access:	http://psasir.upm.edu.my/id/eprint/8289/ http://psasir.upm.edu.my/id/eprint/8289/1/FEP_2001_3_ir.pdf

Similar Items

Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series
by: Lim, Kian-Ping, et al.
Published: (2003)

Non-Linearity In Monetary Models Of Exchange Rate In Five Asean Countries
by: Liew, Khim Sen
Published: (2008)

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

Non-linear dependence in the Malaysian stock market
by: Lim, Kian Ping, et al.
Published: (2005)

Tax Accounting and Livestock in Australia Insights from the Wade Case
by: Fullarton, Lex, et al.
Published: (2024)

The impact of threat of punishment on tax compliance and non-compliance attitudes in Malaysia
by: Mohdali, Raihana, et al.
Published: (2014)

The impact of threat of punishment on tax compliance and non-compliance attitudes in Malaysia
by: Mohd. Isa, Khadijah, et al.
Published: (2014)

Boundary element analysis of time-dependent material non-linearity
by: Chandenduang, Chatrchai
Published: (2000)

The Predibility of Asean-5 Exchange Rates
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2000)

The Predibility of Asean-5 Exchange Rates
by: Liew, Khim Sen, et al.
Published: (2000)

Income Divergence? Evidence of Non−linearity in the East Asian Economies
by: Khim−Sen Liew, Venus, et al.
Published: (2005)

The Effect of Non-linearities
by: Moosa, I., et al.
Published: (2015)

The Real Interest Rate Differential : International Evidence Based On Non-Linear Unit Root Tests
by: Ahmad Zubaidi, Baharumshah, et al.
Published: (2009)

The real interest rate differential : international evidence based on non-linear unit root tests.
by: Baharumshah, Ahmad Zubaidi, et al.
Published: (2009)

UPM tidak terbeban dengan kadar cukai
by: Sinar Harian,
Published: (2011)

Identification of Linearized Regions of Non-Linear Transducers Responses
by: Abdul Wahab, Deji, et al.
Published: (2010)

Non-linear and linear postulations of technology adoption determinants
by: Salim, Siti Aisyah, et al.
Published: (2015)

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

Employers’ profiles in cases of tax non-compliance towards their employees’ monthly tax deduction rules at The Inland Revenue Board, Jalan Duta Branch / Susan Sapidin
by: Sapidin, Susan
Published: (2014)

Performances of Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models in Forecasting the Ringgit-Yen Rate
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

Performances of non-linear smooth transition autoregressive and linear autoregressive models in forecasting the Ringgit-Yen rate
by: Liew, Khim Sen, et al.
Published: (2002)

The Macroeconomic Effects of Corporate Income Tax Rate Reductions
by: Mohamad Ali, Shaharudin
Published: (2008)

The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies
by: Liew, Venus Khim Sen, et al.
Published: (2003)

HRM Transition in Indonesian Companies: Linear and Non Linear Approaches
by: Thoha, N., et al.
Published: (2006)

How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
by: Liew, Venus Khim-Sen, et al.
Published: (2002)

Exchange rate and trade balance nexus in Asean-5
by: Lau, Evan, et al.
Published: (2008)

ASEAN-5 Exchange Rate Determination In The Presence Of Nonlinearity
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)

The Validity of PPP Revisited: An Application of Non-linear Unit Root Test
by: Liew, Venus Khim-Sen
Published: (2003)

The non-linear 2D symmetric Hemert transformation: An exact non-linear least-squares solution
by: Teunissen, Peter
Published: (1988)

POWARED for Non-Linear Adaptive RED
by: Ng, B.K., et al.
Published: (2005)

Non-linear analysis of an integral bridge
by: Noorzaei, Jamaloddin, et al.
Published: (2010)

Exchange Rate And Trade Balance Relationship: The Experience Of Asean Countries
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

Earnings management and Corporate Tax Planning and their impacts on Firm Value / Nik Mohd Norfadzilah Nik Mohd Rashid
by: Mohd Rashid, Nik Mohd Norfadzilah Nik
Published: (2017)

Enhancing cooperation in non-linear systems in game theory / Tey Siew Kian
by: Tey, Siew Kian
Published: (2017)

Testing for Neglected Nonlinearity in Weekly Foreign Exchange Rates
by: Sadique, Shibley
Published: (2011)

Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era
by: Liew, Venus Khim-Sen, et al.
Published: (2003)

Predictability of ASEAN-5 exchange rates in the post-crisis era
by: Liew, Khim Sen, et al.
Published: (2003)

GRACE-derived linear and non-linear secular mass variations over Greenland
by: Baur, O., et al.
Published: (2012)