Tracing And Modelling Exchange Rate Volatility In Malaysia

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...

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Bibliographic Details
Main Authors: Evan, Lau, Jenny, Yong
Format: E-Article
Published: EbscoHost 2015
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Online Access:http://ir.unimas.my/id/eprint/10037/
http://connection.ebscohost.com/c/articles/108524190/tracing-modelling-exchange-rate-volatility-malaysia
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