Exchange rate volatility and macroeconomic determinants: a comparative analysis for Malaysia
The purpose of this study is to examine the relationship of Exchange Rate volatility and its determinants from 1976:Ql to 2007:Q4. The ARCHJGARCH techniques are applied to better capture the time-varying characteristics of volatility and the exchange rate volatility series were generated utilizing...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2010
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/9036/1/Kong.pdf |
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