Non-linear dynamics in bilateral Malaysian Ringgit - U.S. Dollar spot rates
This study empirically investigates the presence of non-linearity in the Malaysian exchange rates returns series. Our bispectrum results reveal that the underlying generating process of the Malaysian exchange rates is governed by non-linear dynamics. With this evidence of non-linearity, researchers...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universiti Utara Malaysia
2003
|
| Subjects: | |
| Online Access: | http://repo.uum.edu.my/749/1/Kian_Ping_Lim.pdf http://repo.uum.edu.my/749/ http://ijms.uum.edu.my |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|