Unravelling the nexus between energy prices and exchange rate in Malaysia: Fresh insights from a non-linear perspective using threshold cointegration analysis
This paper proposes a nonlinear threshold cointegration framework to study how energy prices affect Malaysia's nominal exchange rate, considering the money supply, income, and interest rate. The study employs a threshold cointegration approach utilizing threshold autoregressive and momentum thr...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-03-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S240584402402543X |