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https://ptsldigital.ukm.my/jspui/handle/123456789/783460| Title: | Behaviour of Asean currency market |
| Authors: | Fauzias Mat Nor |
| Editors: | Nik Hashim Mustapha Jaafar Muhamad Aliah Hanim Mohd. Salleh Zaini Mahbar |
| Conference Name: | Prospek dan Cabaran Ekonomi dan Pengurusan Dalam Pembangunan Industri Abad ke-21 |
| Keywords: | Exchange rates ASEAN currencies Currency forecasting |
| Conference Date: | 1994-07-25 |
| Conference Location: | Universiti Kebangsaan Malaysia, Bangi, Selangor |
| Abstract: | In 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. |
| Pages: | 114-120 |
| Call Number: | HD26.S436 1994 katsem |
| URI: | https://ptsldigital.ukm.my/jspui/handle/123456789/783460 |
| Appears in Collections: | Seminar Papers/ Proceedings / Kertas Kerja Seminar/ Prosiding |
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