Baharumshah, Ahmad Zubaidi; Sen, Liew Khim - EconWPA - 2003
In an attempt to determine the predictability of ASEAN exchange rates, five currencies including Malaysian ringgit …, Thailand baht, Singapore dollar, Indonesian rupiah and the Philippines peso, denominated in US dollar as well as Japanese yen … when denominated in US dollar, most probably because the East Asian Financial Crisis did not affect them both. On the other …