Dynamic Capital Mobility, Capital Market Risk and Exchange Rate Misalignment: Evidence from Seven Asian Countries, Issue 2025 |
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Page 19
... of the Peso vis - à - vis the U.S. dollar at the beginning of the day is the weighted average of all transactions in the PSD during the preceding day . The Hong Kong dollar is linked to the U.S. dollar , the intervention currency , at ...
... of the Peso vis - à - vis the U.S. dollar at the beginning of the day is the weighted average of all transactions in the PSD during the preceding day . The Hong Kong dollar is linked to the U.S. dollar , the intervention currency , at ...
Page 21
... dollar is determined freely in the foreign exchange market . However , the Monetary Authority of Singapore ( MAS ) ... U.S. dollar Asian countries ' exchange rate movements against the Japanese yen and U.S. dollar are analyzed using a ...
... dollar is determined freely in the foreign exchange market . However , the Monetary Authority of Singapore ( MAS ) ... U.S. dollar Asian countries ' exchange rate movements against the Japanese yen and U.S. dollar are analyzed using a ...
Page 22
... U.S. dollar , optimal lag length of 9 is using the same tset . When Japanese yen exchange rates are concerned , there is more significant co- movement of exchange rates among seven Asian countries ( 24 significant Granger causalities ...
... U.S. dollar , optimal lag length of 9 is using the same tset . When Japanese yen exchange rates are concerned , there is more significant co- movement of exchange rates among seven Asian countries ( 24 significant Granger causalities ...
Common terms and phrases
Akaike information criterion Bank capital market risk concept of interest conditional heteroscedasticity denotes the marginal Deviation from UIP deviations from uncovered differentials with Japan DUIP dynamic capital mobility Economic entry i,j equation error structure exchange rate misalignment explanatory variable F test financial crisis foreign exchange market GARCH error GARCH model Granger causality Hong Kong dollar Import Japan Indonesia interest differential interest parity forward Interest Rate Differentials International Capital Mobility Japan and U.S. Japan LIBOR Japanese yen exchange Japanese yen Rate joint exclusion Korea lag length lags of explanatory LIBOR likelihood-ratio test Malaysia marginal significance level Moosa Normalized Japanese yen overvaluation parity forward rate Philippines rate IFS line rational expectations regression of variable risk premium RTPP seven Asian countries seven countries Singapore six Asian countries spot exchange rate Thailand trade volume U.S. dollar uncovered interest parity Unit Roots volatility XIND XKOR XMAL XSNG XTHL yen exchange rates