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...

書目詳細資料
主要作者:	Kong, Chek Hang
格式:	Thesis
語言:	英语
出版:	Universiti Malaysia Sarawak, (UNIMAS) 2010
主題:	HB Economic Theory
在線閱讀:	http://ir.unimas.my/id/eprint/9036/
Abstract	Abstract here

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