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 |
| Sprog: | English |
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Universiti Putra Malaysia Press
2003
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| Online adgang: | http://psasir.upm.edu.my/id/eprint/3424/1/Predictability_of_ASEAN-5_Exchange_Rates_in_the_Post-Crisis_Era.pdf |
| _version_ | 1825943486210244608 |
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| author | Liew, Khim Sen Baharumshah, Ahmad Zubaidi |
| author_facet | Liew, Khim Sen Baharumshah, Ahmad Zubaidi |
| author_sort | Liew, Khim Sen |
| collection | UPM |
| description | 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 currency. The post-crisis Singapore exchange rate continues to be better predicted in US dollar. On the other hand,Japanese yen better predicted other post-crisis ASEAN exchange rates. |
| first_indexed | 2024-03-06T07:01:05Z |
| format | Article |
| id | upm.eprints-3424 |
| institution | Universiti Putra Malaysia |
| language | English |
| last_indexed | 2024-03-06T07:01:05Z |
| publishDate | 2003 |
| publisher | Universiti Putra Malaysia Press |
| record_format | dspace |
| spelling | upm.eprints-34242015-09-11T06:13:18Z http://psasir.upm.edu.my/id/eprint/3424/ Predictability of ASEAN-5 exchange rates in the post-crisis era Liew, Khim Sen Baharumshah, Ahmad Zubaidi 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 currency. The post-crisis Singapore exchange rate continues to be better predicted in US dollar. On the other hand,Japanese yen better predicted other post-crisis ASEAN exchange rates. Universiti Putra Malaysia Press 2003-03 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/3424/1/Predictability_of_ASEAN-5_Exchange_Rates_in_the_Post-Crisis_Era.pdf Liew, Khim Sen and Baharumshah, Ahmad Zubaidi (2003) Predictability of ASEAN-5 exchange rates in the post-crisis era. Pertanika Journal of Social Sciences & Humanities, 11 (1). pp. 33-40. ISSN 0128-7702; ESSN: 2231-8534 http://www.pertanika.upm.edu.my/view_archives.php?journal=JSSH-11-1-3 |
| spellingShingle | Liew, Khim Sen Baharumshah, Ahmad Zubaidi Predictability of ASEAN-5 exchange rates in the post-crisis era |
| title | Predictability of ASEAN-5 exchange rates in the post-crisis era |
| title_full | Predictability of ASEAN-5 exchange rates in the post-crisis era |
| title_fullStr | Predictability of ASEAN-5 exchange rates in the post-crisis era |
| title_full_unstemmed | Predictability of ASEAN-5 exchange rates in the post-crisis era |
| title_short | Predictability of ASEAN-5 exchange rates in the post-crisis era |
| title_sort | predictability of asean 5 exchange rates in the post crisis era |
| url | http://psasir.upm.edu.my/id/eprint/3424/1/Predictability_of_ASEAN-5_Exchange_Rates_in_the_Post-Crisis_Era.pdf |
| work_keys_str_mv | AT liewkhimsen predictabilityofasean5exchangeratesinthepostcrisisera AT baharumshahahmadzubaidi predictabilityofasean5exchangeratesinthepostcrisisera |