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

• Main Authors: Liew, Venus Khim-Sen, Ahmad Zubaidi, Baharumshah
• 格式: E-Article
• 语言: English
• 出版: UPM 2003
• 主题: HB Economic Theory
• 在线阅读: 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

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...