Predictability of ASEAN-5 exchange rates in the post-crisis era
Five ASEAN currencies are investigated in an attempt to determine whether the post-crisis ASEAN exchange rates are more predictable by the US dollar or Japanese yen. Results suggest that prior to the 1997/1998 Financial Crisis, all exchange rates were better predicted by the US dollar as the base c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Putra Malaysia Press
2003
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| Online Access: | http://psasir.upm.edu.my/id/eprint/3424/1/Predictability_of_ASEAN-5_Exchange_Rates_in_the_Post-Crisis_Era.pdf |