Non-Linear Dependence in ASEAN-5 Foreign Exchange Rates: An Insight from a Battery of Non-Linearity Tests

The main purpose of this study is to provide a deeper insight into the non-linear generating mechanism in the ASEAN-5 exchange rate returns series. To achieve that end, the differing power of the non-linear tests against certain alternatives is utilized. Specifically, the BDS and Hinich bispectru...

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Bibliographic Details
Main Author: Lim, Kian Ping
Format: Thesis
Language:English
English
Published: 2001
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/8289/1/FEP_2001_3_ir.pdf
http://psasir.upm.edu.my/id/eprint/8289/
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