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...
Saved in:
Main Author: | Lim, Kian Ping |
---|---|
Format: | Thesis |
Language: | English English |
Published: |
2001
|
Subjects: | |
Online Access: | http://psasir.upm.edu.my/id/eprint/8289/1/FEP_2001_3_ir.pdf |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Non-Linearity In Monetary Models Of Exchange Rate In Five Asean Countries
by: Liew, Khim Sen
Published: (2008) -
Linear and non-linear buckling analyses of cracked orthotropic plates /
by: Loh, Ping Kwan -
Non-invasive pathological voice classifications using linear and non-linear classifiers
by: Hariharan, Muthusamy -
Simulation of linear and non-linear soil water deficit due to tree water uptake
by: Ong, Choon Kian
Published: (2014) -
The study of the responsiveness of the bank loan rate to changes in SRR, inter bank rate and inflation rate / Hafizal Ibrahim
by: Ibrahim, Hafizal
Published: (1997)