Examining between Exchange Rate Volatility and Natural Rubber Prices: Engle-Granger Causality Test

There are two objectives of this study, first, it is to determine the impact of exchange rate volatility on Malaysian natural rubber (NR) prices of (SMR20 and RSS4); second, it is to forecast a short-term exchange rate (ERP) of Malaysian Ringgit (RM per USD) and NR prices strongly represented in th...

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Bibliographic Details
Main Authors: Aye Aye Khin, Wong Hong Chau, Ung Leng Yean, Ooi Chee Keong, Raymond Ling Leh Bin
Format: Article
Language:English
Published: EconJournals 2017-12-01
Series:International Journal of Economics and Financial Issues
Online Access:http://mail.econjournals.com/index.php/ijefi/article/view/5572