A vector error correction model (VECM) approach in explaining the relationship between interest rate and inflation towards exchange rate volatility in Malaysia
The exchange rate is one of the most important determinants of a country's relative level of economic health. Exchange rate plays a vital role in a country's level of trade, which is critical to most free market economies in the world. This paper is an attempt to analyze the relationship b...
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Main Authors: | Abu Hassan Asari, Fadli Fizari, Baharuddin, Nurul Syuhada, Jusoh, Nurmadihah, Mohamad, Zuraida, Shamsudin, Norazidah, Jusoff, Kamaruzaman |
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Format: | Article |
Language: | English |
Published: |
IDOSI Publications
2011
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Online Access: | http://psasir.upm.edu.my/id/eprint/42908/1/A%20vector%20error%20correction%20model%20%28VECM%29%20approach%20in%20explaining%20the%20relationship%20between%20interest%20rate%20and%20inflation%20towards%20exchange%20rate%20volatility%20in%20Malaysia.pdf http://psasir.upm.edu.my/id/eprint/42908/ https://www.idosi.org/wasj/wasj12(BES)2011.htm |
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