Non-Linear Dependence in ASEAN-5 Foreign Exchange Rates: An Insight from a Battery of Non-Linearity Tests
The main purpose of this study is to provide a deeper insight into the non-linear generating mechanism in the ASEAN-5 exchange rate returns series. To achieve that end, the differing power of the non-linear tests against certain alternatives is utilized. Specifically, the BDS and Hinich bispectru...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English English |
| Published: |
2001
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/8289/1/FEP_2001_3_ir.pdf |
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