An investigation into the exchange rate volatility of Malaysia: assessing asymmetry and persistency

This study attempts to examine the asymmetry and persistency of exchange rate volatility of Malaysian Ringgit against U.S. dollar, British pound, Euro, Japanese yen, and Singapore dollar within the framework of asymmetric component GARCH models using daily data over the period of 1 August, 2005 to 2...

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Bibliographic Details
Main Author: Fardous, Alom
Format: Conference or Workshop Item
Language:English
English
Published: 2014
Subjects:
Online Access:http://irep.iium.edu.my/38898/1/Abstract_for_TEA_conference.docx
http://irep.iium.edu.my/38898/2/TEA_Conference_presented.pdf
http://irep.iium.edu.my/38898/
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