A vector error correction model (VECM) approach in explaining the relationship between interest rate and inflation towards exchange rate volatility in Malaysia

A vector error correction model (VECM) approach in explaining the relationship between interest rate and inflation towards exchange rate volatility in Malaysia

The exchange rate is one of the most important determinants of a country's relative level of economic health. Exchange rate plays a vital role in a country's level of trade, which is critical to most free market economies in the world. This paper is an attempt to analyze the relationship b...

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Bibliographic Details
Main Authors: Abu Hassan Asari, Fadli Fizari, Baharuddin, Nurul Syuhada, Jusoh, Nurmadihah, Mohamad, Zuraida, Shamsudin, Norazidah, Jusoff, Kamaruzaman
Format: Article
Language:English
Published: IDOSI Publications 2011
Online Access:http://psasir.upm.edu.my/id/eprint/42908/1/A%20vector%20error%20correction%20model%20%28VECM%29%20approach%20in%20explaining%20the%20relationship%20between%20interest%20rate%20and%20inflation%20towards%20exchange%20rate%20volatility%20in%20Malaysia.pdf

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http://psasir.upm.edu.my/id/eprint/42908/1/A%20vector%20error%20correction%20model%20%28VECM%29%20approach%20in%20explaining%20the%20relationship%20between%20interest%20rate%20and%20inflation%20towards%20exchange%20rate%20volatility%20in%20Malaysia.pdf

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