The Linearity Property of ASEAN-5 Real Exchange Rates in Pre-Asian Currency Crisis Period

The Linearity Property of ASEAN-5 Real Exchange Rates in Pre-Asian 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 study...

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Bibliographic Details
Main Authors: Venus Khim- Sen Liew, Ahmad Zubaidi Baharumshah, Kian-Ping Lim
Format: Article
Language:English
Published: UUM Press 2004-12-01
Series:International Journal of Management Studies
Subjects:
Nonlinearity
Linearity test
ASEAN-5
Real exchange rates
Online Access:https://e-journal.uum.edu.my/index.php/ijms/article/view/9175

Internet

https://e-journal.uum.edu.my/index.php/ijms/article/view/9175

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