Conditional Volatility in Foreign Exchange Rates: Evidence from the Malaysian Ringgit and Singapore Dollar
In this paper we examine the conditional volatility of the exchange rates of two Asia-Pacific currencies. These are the Malaysian ringgit-US dollar and the Singapore dollar-US dollar exchange rates. Both currencies are under relatively intervention-free managed-float systems. We employ the new class...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1997
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/396 |
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| Institution: | Singapore Management University |
| Language: | English |
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