The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases

The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases

This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results...

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Main Author: Erlambang, Tanza
Format: Thesis
Language:English
Published: 1999
Subjects:
Money
Foreign exchange rates
Online Access:http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf
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id my-upm-ir.51129
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spelling my-upm-ir.511292017-05-03T09:08:30Z The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases 1999-11 Erlambang, Tanza This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen. Money Foreign exchange rates 1999-11 Thesis http://psasir.upm.edu.my/id/eprint/51129/ http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf application/pdf en public masters Universiti Putra Malaysia Money Foreign exchange rates
institution Universiti Putra Malaysia
collection PSAS Institutional Repository
language English
topic Money
Foreign exchange rates
spellingShingle Money
Foreign exchange rates

Erlambang, Tanza
The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
description This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen.
format Thesis
qualification_level Master's degree
author Erlambang, Tanza
author_facet Erlambang, Tanza
author_sort Erlambang, Tanza
title The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_short The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_full The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_fullStr The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_full_unstemmed The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_sort emperical analysis of monetary model to the exchange rate determination : remainder of title malaysia ringgit, singapore dollar and indonesia rupiah cases
granting_institution Universiti Putra Malaysia
publishDate 1999
url http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf
_version_ 1747812056933859328

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