Azman-Saini, W N W; Law, Siong-Hook; Ahmad, Abd Halim; … - In: The IUP Journal of Financial Economics V (2007) 3, pp. 59-63
This article contributes to the debate on hedge funds and exchange rates in Indonesia. It examines causal relations using a new Granger noncausality procedure proposed by Toda and Yamamoto (1995). It utilizes monthly observations during January 1994 – April 2002. In order to better understand...