Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
This article contributes to the debate on hedge funds and exchange rates in Thailand and Malaysia. It provides the first empirical evidence on causal relation between hedge funds and exchange rates. Using a new Granger noncausality procedure proposed by Toda and Yamamoto (1995) and monthly data for...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
Taylor & Francis
2010
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/7316/1/Hedge%20funds%2C%20exchange%20rates%20and%20causality%20evidence%20from%20Thailand%20and%20Malaysia.pdf http://ir.unimas.my/id/eprint/7316/ http://www.tandfonline.com/doi/pdf/10.1080/13504850701748883 |
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