Non-linear dynamics in bilateral Malaysian Ringgit - U.S. Dollar spot rates
This study empirically investigates the presence of non-linearity in the Malaysian exchange rates returns series. Our bispectrum results reveal that the underlying generating process of the Malaysian exchange rates is governed by non-linear dynamics. With this evidence of non-linearity, researchers...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
Universiti Utara Malaysia
2003
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| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/749/1/Kian_Ping_Lim.pdf https://repo.uum.edu.my/id/eprint/749/ http://ijms.uum.edu.my |
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