Sankarkumar, Amirdha Vasani - 2020
This research study examines the behavior of currency rate, long memory features, and longterm stability in the returns of thirteen Asia-Pacific currencies (AUD, CNY, HKD, INR, IDR, JPY, KRW, MYR, NZD, PHP, SGD, TWD, and THB) against USD over a period of fourteen years (from 2nd January 2001 to...