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Parity reversion in the Asian real exchange rates : new evidence from the local-persistent model

Baharumshah, Ahmad Zubaidi; Soon, Siew-Voon; Wohar, Mark E. - In: Applied economics 47 (2015) 58/60, pp. 6395-6408

Persistent link: https://www.econbiz.de/10011412006

Financial integration of East Asian economies : evidence from real interest parity

Baharumshah, Ahmad Zubaidi; Haw, Chan Tze; Masih, Abdul … - In: Applied economics 43 (2011) 16/18, pp. 1979-1990

Persistent link: https://www.econbiz.de/10009380146

Mean reversion in bilateral real exchange rates : evidence from Malaysian ringgit

Baharumshah, Ahmad Zubaidi; Soon, Siew-voon - In: Applied economics 44 (2012) 22/24, pp. 2921-2933

Persistent link: https://www.econbiz.de/10009616395

Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions

Sen, Liew Khim; Baharumshah, Ahmad Zubaidi - EconWPA - 2003

Exponential Smooth Transition Autoregressive (ESTAR) model is widely adopted in the exchange rate study as its symmetrical distribution matches that of the symmetrical exchange rate adjustment behaviour. In contrast, another specification of STAR model, namely the LSTAR (logistic STAR) model is...

Persistent link: https://www.econbiz.de/10005125620