Liew, Venus Khim-Sen and Ahmad Zubaidi, Baharumshah (2003) Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era. Pertanika Journal of Social Sciences & Humanities, 11 (1). pp. 33-40. ISSN 0128-7702
|
PDF
Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era (abstract).pdf Download (194kB) | Preview |
Official URL: http://www.pertanika.upm.edu.my/JSSH.php
Abstract
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 currency. The post-crisis Singapore exchange rate continues to be better predicted in US dollar. On the other hand, Japanese yen better predicted other post-crisis ASEAN exchange rates.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Exchange rate, depreciation, ARIMA, ARFIMA, forecasting, research, Universiti Malaysia Sarawak, unimas, university, universiti, Borneo, Malaysia, Sarawak, Kuching, Samarahan, ipta, education |
| Subjects: | H Social Sciences > HB Economic Theory |
| Divisions: | Academic Faculties, Institutes and Centres > Faculty of Economics and Business Faculties, Institutes, Centres > Faculty of Economics and Business |
| Depositing User: | Ab Rahim |
| Date Deposited: | 27 Nov 2017 07:15 |
| Last Modified: | 27 Nov 2017 07:15 |
| URI: | http://ir.unimas.my/id/eprint/18589 |
Actions (For repository members only: login required)
 |
View Item |
