Shamaila Butt; Suresh Ramakrishnan; Nanthakumar Loganathan - In: Financial innovation : FIN 6 (2020) 22, pp. 1-19
This paper examines the long- and short-run dynamics of asymmetric adjustment between the nominal exchange rate and commodity prices, namely oil, palm oil, rubber, and natural gas prices, in Malaysia using monthly data from January 1994 to December 2017. The relationship between exchange rate...
