An investigation into the exchange rate volatility of Malaysia: assessing asymmetry and persistency
This study attempts to examine the asymmetry and persistency of exchange rate volatility of Malaysian Ringgit against U.S. dollar, British pound, Euro, Japanese yen, and Singapore dollar within the framework of asymmetric component GARCH models using daily data over the period of 1 August, 2005 to 2...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Conference or Workshop Item |
| 语言: | English English |
| 出版: |
2014
|
| 主题: | |
| 在线阅读: | http://irep.iium.edu.my/38898/1/Abstract_for_TEA_conference.docx http://irep.iium.edu.my/38898/2/TEA_Conference_presented.pdf http://irep.iium.edu.my/38898/ |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|