Currency linkages among ASEAN
The purpose of this study is to examine the potential linkages among ASEAN-5 currencies, in particular the possibility of a Singapore dollar bloc during the pre- and post-crisis periods by using the Johansen multivariate cointegration test and the Granger causality test. Significant nonstationarity...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2010
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| Online Access: | http://psasir.upm.edu.my/id/eprint/13841/1/Currency%20linkages%20among%20ASEAN.pdf |