Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia

Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia

This article contributes to the debate on hedge funds and exchange rates in Thailand and Malaysia. It provides the first empirical evidence on causal relation between hedge funds and exchange rates. Using a new Granger noncausality procedure proposed by Toda and Yamamoto (1995) and monthly data for...

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Bibliographic Details
Main Authors: Wan Ngah, Wan Azman Saini, Lau, Evan Poh Hock, Abdul Karim, Zulkefly
Format: Article
Language:English
Published: Routledge 2010
Online Access:http://psasir.upm.edu.my/id/eprint/14990/1/Hedge%20funds%2C%20exchange%20rates%20and%20causality%20evidence%20from%20Thailand%20and%20Malaysia.pdf

Internet

http://psasir.upm.edu.my/id/eprint/14990/1/Hedge%20funds%2C%20exchange%20rates%20and%20causality%20evidence%20from%20Thailand%20and%20Malaysia.pdf

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