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Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia

This article contributes to the debate on hedge funds and exchange rates in Thailand and Malaysia. It provides the first empirical evidence on causal relation between hedge funds and exchange rates. Using a new Granger noncausality procedure proposed by Toda and Yamamoto (1995) and monthly data for...

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Bibliographic Details
Main Authors: Evan, Lau, WNW, Azman-Saini, Zulkefly Abdul Karim, Karim
Format: E-Article
Language:English
Published: Taylor & Francis 2010
Subjects:
HB Economic Theory
HC Economic History and Conditions
Online Access:http://ir.unimas.my/id/eprint/7316/1/Hedge%20funds%2C%20exchange%20rates%20and%20causality%20evidence%20from%20Thailand%20and%20Malaysia.pdf
http://ir.unimas.my/id/eprint/7316/
http://www.tandfonline.com/doi/pdf/10.1080/13504850701748883
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Internet

http://ir.unimas.my/id/eprint/7316/1/Hedge%20funds%2C%20exchange%20rates%20and%20causality%20evidence%20from%20Thailand%20and%20Malaysia.pdf
http://ir.unimas.my/id/eprint/7316/
http://www.tandfonline.com/doi/pdf/10.1080/13504850701748883

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