Exchange rate volatility and macroeconomic determinants: a comparative analysis for Malaysia
The purpose of this study is to examine the relationship of Exchange Rate volatility and its determinants from 1976:Ql to 2007:Q4. The ARCHJGARCH techniques are applied to better capture the time-varying characteristics of volatility and the exchange rate volatility series were generated utilizing...
| 第一著者: | |
|---|---|
| フォーマット: | 学位論文 |
| 言語: | 英語 英語 |
| 出版事項: |
Universiti Malaysia Sarawak, (UNIMAS)
2010
|
| 主題: | |
| オンライン･アクセス: | http://ir.unimas.my/id/eprint/9036/ |
| Abstract | Abstract here |