Currency linkages among ASEAN

The purpose of this study is to examine the potential linkages among ASEAN-5 currencies, in particular the possibility of a Singapore dollar bloc during the pre- and post-crisis periods by using the Johansen multivariate cointegration test and the Granger causality test. Significant nonstationarity...

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Bibliographic Details
Main Authors: Lee, Chin, Mohamed, Azali
Format: Article
Language:English
Published: World Scientific Publishing 2010
Online Access:http://psasir.upm.edu.my/id/eprint/13841/1/Currency%20linkages%20among%20ASEAN.pdf
http://psasir.upm.edu.my/id/eprint/13841/
https://www.worldscientific.com/doi/10.1142/S0217590810003845
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