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Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia

Liew, Venus Khim-Sen; Lim, Kian-Ping; Lau, Evan; … - EconWPA - 2003

misalignment of the Ringgit currency and thereby deducing effective policy actions. Second, the effort of Bank Negara Malaysia (BNM … complicated monetary exchange models may do so comfortably, at least in the text of Malaysia. Nonetheless, such attempt should be …

Persistent link: https://www.econbiz.de/10005124941

Asymmetric Impact of Exchange Rate Changes on Money Demand in Malaysia

Abdullah, Hussin; El-Rasheed, Shehu; Hammad Ahmad Khan, … - 2023

associated with the political instability in Malaysia in recent years, examining the relationship between exchange rate and money … changes on money demand in Malaysia using both linear and nonlinear ARDL approaches. The findings reveal that the money demand …

Persistent link: https://www.econbiz.de/10014358981

The Performance of Trading Rules on Four Asian Currency Exchange Rates

Wong, Clement Yuk-Pang - 1998

This study evaluates the performance of filter rules on four Asian exchange rates against the U.S. dollar. Risk premiums derived from the choice under uncertainty model and the GARCH specification are used to construct the risk-adjusted return series. Results show that risk premiums have...

Persistent link: https://www.econbiz.de/10014076238

Characterizing Exchange Rate Regimes in Post-Crisis East Asia

Baig, Taimur - 2021

aftermath of the Asian crisis. The results suggest that movements in the Asia-5 currencies (Indonesia, Korea, Malaysia …

Persistent link: https://www.econbiz.de/10013317829

Asymmetric impact of exchange rate changes on money demand in Malaysia

El-Rasheed, Shehu - In: Contemporary Economics 16 (2022) 3, pp. 317-328

Persistent link: https://www.econbiz.de/10014544446

The Long-Run Validity of the Monetary Exchange Rate Model for a High Inflation Country and Misalignment : The Case of Turkey

CIVCIR, IRFAN - In: Emerging Markets Finance and Trade 40 (2004) 4, pp. 84-100

exchange rates and monetary fundamentals is maintained. In addition, we calculate misalignment from estimating the long … misalignment figures show substantial overvaluation before the crisis. …

Persistent link: https://www.econbiz.de/10005753661

The role of monetary policy in managing the euro - dollar exchange rate

Mylonidis, Nikolaos; Stamopoulou, Ioanna - Volkswirtschaftliche Fakultät, … - 2011

The US Federal Reserve’s new relaxed monetary policy (the so-called quantitative easing) has triggered controversy among economists and policy makers about its effectiveness. This paper investigates the role of monetary policy in managing the euro – dollar exchange rate via alternative...

Persistent link: https://www.econbiz.de/10008866121

Testing the Monetary Model for Exchange Rate Determination in South Africa: Evidence from 101 Years of Data

Bruyn, Riane de; Gupta, Rangan; stander, Lardo - Department of Economics, Faculty of Economic and … - 2011

Evidence in favour of the monetary model of exchange rate determination for the South African Rand is at best mixed. A co-integrating relationship between the nominal exchange rate and fundamentals forms the basis of the monetary model. With the econometric literature suggesting that it is the...

Persistent link: https://www.econbiz.de/10009370795

A Comparison of the Monetary Model and Artificial Neural Networks in Exchange Rate Forecasting

Ozkan, Filiz - In: Business and Economics Research Journal 3 (2012) 1, pp. 27-27

Exchange value is one of the significant tools for investors in decision making. Since exchange values are volatile and they change within short periods, investors need an effective method to minimize the risk. This study compares the prediction performances of artificial neural networks, which...

Persistent link: https://www.econbiz.de/10010840072

Exchange rate misalignments in ASEAN-5 countries

Lee, Chin; M., Azali - Volkswirtschaftliche Fakultät, … - 2005

The purpose of this paper is to estimate the exchange rate misalignments for Indonesia, Malaysia, Philippines …, they suffered modest misalignment. Therefore, little evidence of exchange misalignment is found to exist in 1997:2. In … particular, Indonesia rupiah, Malaysia ringgit, Philippines peso and Singapore dollar were only overvalued about 1 to 4 percent …

Persistent link: https://www.econbiz.de/10011109755