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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my.unimas.ir.100372016-08-01T07:53:06Z http://ir.unimas.my/id/eprint/10037/ Tracing And Modelling Exchange Rate Volatility In Malaysia Evan, Lau Jenny, Yong HG Finance 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. EbscoHost 2015 E-Article PeerReviewed Evan, Lau and Jenny, Yong (2015) Tracing And Modelling Exchange Rate Volatility In Malaysia. Actual problems of economics, 169 (7). ISSN 1993-6788 http://connection.ebscohost.com/c/articles/108524190/tracing-modelling-exchange-rate-volatility-malaysia |
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Universiti Malaysia Sarawak |
| building |
Centre for Academic Information Services (CAIS) |
| collection |
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| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Malaysia Sarawak |
| content_source |
UNIMAS Institutional Repository |
| url_provider |
http://ir.unimas.my/ |
| topic |
HG Finance |
| spellingShingle |
HG Finance Evan, Lau Jenny, Yong Tracing And Modelling Exchange Rate Volatility In Malaysia |
| description |
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. |
| format |
E-Article |
| author |
Evan, Lau Jenny, Yong |
| author_facet |
Evan, Lau Jenny, Yong |
| author_sort |
Evan, Lau |
| title |
Tracing And Modelling Exchange Rate Volatility In Malaysia |
| title_short |
Tracing And Modelling Exchange Rate Volatility In Malaysia |
| title_full |
Tracing And Modelling Exchange Rate Volatility In Malaysia |
| title_fullStr |
Tracing And Modelling Exchange Rate Volatility In Malaysia |
| title_full_unstemmed |
Tracing And Modelling Exchange Rate Volatility In Malaysia |
| title_sort |
tracing and modelling exchange rate volatility in malaysia |
| publisher |
EbscoHost |
| publishDate |
2015 |
| url |
http://ir.unimas.my/id/eprint/10037/ http://connection.ebscohost.com/c/articles/108524190/tracing-modelling-exchange-rate-volatility-malaysia |
| _version_ |
1644510844361375744 |
| score |
13.211869 |