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Stability in ASEAN+3 exchange markets: An EGARCH-M approach

This paper empirically investigates the advancement of exchange markets’ stability and comovement after the ASEAN+3 financial cooperation agreement. The study employs EGARCH-in-mean approach and uses daily exchange rates. The findings indicate that: 1) the exchange market volatility is resulted from...

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书目详细资料
Main Authors:	Rahman, Md. Saifur, Shahari, Farihana
格式:	Article
语言:	English
出版:	World Scientific and Engineering Academy and Society (WSEAS) 2015
主题:	HG3810 Foreign exchange
在线阅读:	http://irep.iium.edu.my/52785/1/Stability%20in%20ASEAN%2B3%20exchange%20markets-%20An%20EGARCH-M%20approach.pdf http://irep.iium.edu.my/52785/ http://www.wseas.org/multimedia/journals/economics/2015/a825707-337.pdf
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