Please use this identifier to cite or link to this item: https://ptsldigital.ukm.my/jspui/handle/123456789/783460
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dc.contributor.authorFauzias Mat Nor-
dc.contributor.editorNik Hashim Mustapha-
dc.contributor.editorJaafar Muhamad-
dc.contributor.editorAliah Hanim Mohd. Salleh-
dc.contributor.editorZaini Mahbar-
dc.date.accessioned2026-05-21T03:36:59Z-
dc.date.available2026-05-21T03:36:59Z-
dc.identifier.urihttps://ptsldigital.ukm.my/jspui/handle/123456789/783460-
dc.description.abstractIn this paper, the efficiency for the nominal exchange rate series for Asean currencies is reexamined. It will not only look at simple serial correlation of the currencies under study, but also to test the biasness of the forward exchange rate as a predictor of the future spot rate. The results from this study show that both the spot and the forward rate are not a better proxy for the expected future spot rate.en_US
dc.language.isoenen_US
dc.subjectExchange ratesen_US
dc.subjectASEAN currenciesen_US
dc.subjectCurrency forecastingen_US
dc.titleBehaviour of Asean currency marketen_US
dc.typeSeminar Papersen_US
dc.format.pages114-120en_US
dc.identifier.callnoHD26.S436 1994 katsemen_US
dc.contributor.conferencenameProspek dan Cabaran Ekonomi dan Pengurusan Dalam Pembangunan Industri Abad ke-21-
dc.coverage.conferencelocationUniversiti Kebangsaan Malaysia, Bangi, Selangor-
dc.date.conferencedate1994-07-25-
Appears in Collections:Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding

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