A study on the volatility transmission in the exchange rates of the currencies of the Philippines, South Korea, and Indonesia and the impacts of the global and Asian financial crises for the period 1990-2009

• Main Authors: Awayan, Niela Mary Jane D., Gurrea, Fern Ives L., Quipones, Marvin Kyle U., Tang Woo, Sarah Jane N.
• Format: text
• Language: English
• Published: Animo Repository 2010
• Subjects: Foreign exchange rates; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18405
• Institution: De La Salle University

This paper investigates the nature of exchange rates and their volatility transmission. The currencies of three Asian nations were utilized, namely that of the Philippine peso, South Korean won and Indonesian rupiah. Using data gathered from the time period of 1990-2009, the study encompasses an ana...