Tracing And Modelling Exchange Rate Volatility In Malaysia

Evan, Lau and Jenny, Yong (2015) Tracing And Modelling Exchange Rate Volatility In Malaysia. Actual problems of economics, 169 (7). ISSN 1993-6788

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Abstract

This paper traces the presence of currency crises by adopting the exchange market pressure (EMP) index for Malaysia. Our findings confirm several signals of EMP and its impact over the sample period. Besides that, the plots of EMP index allow us witness Malaysia’s quick recovery from these crises through its policy responses. These findings indicate the effectiveness of EMP index as the early warning system in detecting the market pressure of Ringgit Malaysia, especially during the episodes of crises through different exchange rate regimes.

Item Type: Article
Uncontrolled Keywords: exchange market pressure (EMP), exchange rate; market; Ringgit Malaysia; USD; financial crisis, research, Universiti Malaysia Sarawak, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education
Subjects: H Social Sciences > HG Finance
Divisions: Academic Faculties, Institutes and Centres > Faculty of Economics and Business
Depositing User: Karen Kornalius
Date Deposited: 05 Jan 2016 07:08
Last Modified: 01 Aug 2016 07:53
URI: http://ir.unimas.my/id/eprint/10037

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