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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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书目详细资料
Main Authors:	Wan Ngah, Wan Azman Saini, Lau, Evan Poh Hock, Abdul Karim, Zulkefly
格式:	Article
语言:	English
出版:	Routledge 2010
在线阅读:	http://psasir.upm.edu.my/id/eprint/14990/1/Hedge%20funds%2C%20exchange%20rates%20and%20causality%20evidence%20from%20Thailand%20and%20Malaysia.pdf http://psasir.upm.edu.my/id/eprint/14990/ https://www.tandfonline.com/doi/abs/10.1080/13504850701748883
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