The linearity property of ASEAN-5 real exchange rates in pre-ASEAN currency crisis period

This study extends the work of Liew et al. (2003) in two directions. First, it examines whether or not the 1997 Asian currency crisis has resulted in the nonlinearity of ASEAN-5 real exchange rates. Second, it characterizes the type of nonlinearity governing these rates. Results of the current stud...

Full description

Saved in:
Bibliographic Details
Main Authors: Liew, Venus Khim-Sen, Baharumshah, Ahmad Zubaidi, Lim, Kian Ping
Format: Article
Language:English
Published: Universiti Utara Malaysia 2004
Subjects:
Online Access:http://repo.uum.edu.my/740/1/Venus_Khim-Sin_Liew.pdf
http://repo.uum.edu.my/740/
http://ijms.uum.edu.my
Tags: Add Tag
No Tags, Be the first to tag this record!