The Wavelet Multi-Scale Analysis of Exchange Rate Exposure: An Application to Malaysian Consumer Products and Services Sector

Objective - Past efforts in assessing foreign exchange rate exposure assume homogeneity in the level of exposure across time horizons which seems to be impractical due to the dynamic nature of comovement between firm value and exchange rate. Methodology – Given this, the study aimed to investigat...

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Bibliographic Details

Main Authors:	Hishamuddin Abdul Wahab, Nurul Afaaf Mohd Nasir
Format:	Article
Language:	en_US
Published:	Global Academy of Training and Research (GATR) Enterprise 2024
Subjects:	Currency exposure; multi-horizon exchange rate; Malaysian Sectors; Wavelet Analysis; MODWT.
Online Access:	http://gatrenterprise.com/GATRJournals/JFBR/vol8.1_3.html
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