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Hedge funds, exchange rates and causality : evidence from Thailand and Malaysia
Wan Azman Saini Wan Ngah; Evan Lau; Karim, Zulkefly Abdul - In: Applied economics letters 17 (2010) 4/6, pp. 393-397
Persistent link: https://www.econbiz.de/10003979501
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What does currency order flow tell about spot exchange rates of Asian emerging markets?
Aftab, Muhammad; Anifowose Daniel Abolaji; Evan Lau; … - In: Borsa Istanbul Review 21 (2021) 3, pp. 281-290
This study investigates the role of currency order flow in explaining the emerging Asian markets' exchange rates relying on linear and nonlinear modeling. The daily currency order flow of the US dollar relative to the nine important Asian currencies is constituted and explored with the...
Persistent link: https://www.econbiz.de/10012816913
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Modeling exchange market pressure in East Asian economies
Evan Lau; Yong, Jenny; Bariyah, Nurul - In: Recent developments in Asian economics : international …, (pp. 263-280). 2021
Persistent link: https://www.econbiz.de/10012804493
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Does the exchange rate overshoot in an emerging economy?
Aftab, Muhammad; Rafique, Amir; Evan Lau - In: Journal of Chinese economic and foreign trade studies 15 (2022) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10012884564
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Transmission mechanism of the twin deficits nexus : an alternative approach
Lau, Evan; Baharumshah, Ahmad Zubaidi; Liew, Venus Khim-sen - In: Rivista internazionale di scienze economiche e … 51 (2004) 4, pp. 533-546
Persistent link: https://www.econbiz.de/10002501512
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Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
Liew, Venus Khim-Sen; Lim, Kian-Ping; Lau, Evan; … - EconWPA - 2003
Using nonlinear unit root tests developed by Kapetanios et al. (2003), we find strong evidence that the Consumer Price Index (CPI) and Wholesale Price Index (WPI) based Malaysian Ringgit – U.S. Dollar (MYR/USD) real exchange rates are nonlinear stationary, implying that MYR/USD nominal...
Persistent link: https://www.econbiz.de/10005124933
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Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia
Liew, Venus Khim-Sen; Lim, Kian-Ping; Lau, Evan; … - EconWPA - 2003
Using nonlinear unit root tests developed by Kapetanios et al. (2003), we find strong evidence that the Consumer Price Index (CPI) and Wholesale Price Index (WPI) based Malaysian Ringgit – U.S. Dollar (MYR/USD) real exchange rates are nonlinear stationary, implying that MYR/USD nominal...
Persistent link: https://www.econbiz.de/10005124941