Detail The Cointegration of Asian Currencies Revisited   Oleh:  Tse, Y. K. ; Ng, L. K. Jenis: Article from Bulletin/Magazine Dalam koleksi: JAPAN AND THE WORLD ECONOMY vol. 9 no. 1 (1997), page 109-114. Topik: cointegration; asian currencies; revisited Ketersediaan Perpustakaan Pusat (Semanggi) Nomor Panggil: JJ47.7 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada     Lihat Detail Induk Isi artikel This paper examines the cointegration of the currencies of the following seven Asian countries : Japan, Malaysia, Philippines, Singapore, Thailand, South Korea and Taiwan. We find that if the Korean won and the new Taiwan dollar are excluded from the system, the remaining currencies are not cointegrated. Otherwise, there is cointegration among the currencies. Thus, there is evidence in support of the formation of a yen - dominated Asian exchange rate system, or the 'yen bloc'. Opini Anda Klik untuk menuliskan opini Anda tentang koleksi ini! Kembali

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