Episodic Non-Linearity And Non-Stationarity In Asean Exchange Rates Returns Series
A method proposed by Hinich and Patterson (1995) is employed in this study to examine the stability of the non-linear dependency structures underlying the exchange rates returns series of four ASEAN countries- Indonesia (IDR), the Philippines (PHP), Singapore (SGD) and Thailand (THB). The bicorrelat...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
UMS
2003
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18593/1/EPISODIC.pdf http://ir.unimas.my/id/eprint/18593/ http://wwwkal.ums.edu.my/lbibf/ |
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