Predictability of ASEAN-5 Exchange Rates in the Post-Crisis Era

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 cu...

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Bibliographic Details
Main Authors: Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah
Format: E-Article
Language:English
Published: UPM 2003
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18589/7/Predictability%20of%20ASEAN-5%20Exchange%20Rates%20in%20the%20Post-Crisis%20Era%20%28abstract%29.pdf
http://ir.unimas.my/id/eprint/18589/
http://www.pertanika.upm.edu.my/JSSH.php
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