Exchange Rate Determinants: Is Crude Palm Oil Price One of Them in Malaysia and Indonesia?

This paper studies the relationship between palm oil prices, Malaysia Ringgit and Indonesia Rupiah exchange rates using Dynamic OLS method. The paper employs unit root with structural break tests and Pesaran (2001) bound cointegration technique based on real monthly prices ranging 6om January 1983 t...

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Bibliographic Details
Main Authors: Azman Aziz, Mukhriz Izraf, Applanaidu, Shri Dewi
Format: Conference or Workshop Item
Language:English
Published: 2016
Subjects:
Online Access:http://repo.uum.edu.my/25211/1/ECoFI%202016%20260-269_1.PDF
http://repo.uum.edu.my/25211/
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