Ringgit Malaysia predictability: do currencies and prediction horizon matters?

The main objective of this study is to investigate the predictability of Malaysian ringgit against currencies that are regarded as fundamentally unstable. The study is motivated by a hypothesis that postulates the performance of exchange rate predictability is better-off for currencies with weak mac...

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Bibliographic Details
Main Author: Tamat Sarmidi,
Format: Article
Published: Penerbit Universiti Kebangsaan Malaysia 2010
Online Access:http://journalarticle.ukm.my/4012/
http://www.ukm.my/penerbit/jem.htm
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